-55.6%
KHC vs CRS
+1,392.1%
-1,447.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | -1.0% | -6.8% | +5.8% | -0.3% |
| 30D | +1.9% | -16.1% | +18.0% | +3.8% |
| 3M | +3.2% | -21.2% | +24.4% | +5.5% |
| 6M | +10.0% | +8.7% | +1.3% | +8.0% |
| YTD | +6.7% | +41.0% | -34.3% | +1.4% |
| 1Y | -0.9% | +82.7% | -83.6% | -9.2% |
| 3Y | -13.6% | +604.8% | -618.3% | -36.2% |
| 5Y | -12.8% | +1,384.7% | -1,397.5% | -45.1% |
| All | -55.6% | +1,392.1% | -1,447.7% | -73.2% |
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