-49.9%
KHC vs CRS
+790.4%
-840.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.2% | +2.8% |
| 7D | +2.0% | +4.8% | -2.7% | +1.5% |
| 30D | +10.6% | -23.2% | +33.8% | +13.1% |
| 3M | +0.5% | -45.5% | +46.0% | +6.6% |
| 6M | +12.1% | -33.1% | +45.2% | +15.6% |
| YTD | +8.9% | -7.2% | +16.1% | +7.4% |
| 1Y | +7.5% | -10.0% | +17.5% | +6.3% |
| 3Y | -10.7% | +332.3% | -343.0% | -31.3% |
| 5Y | -13.2% | +801.9% | -815.0% | -43.1% |
| All | -49.9% | +790.4% | -840.4% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling