-13.0%
KHC vs CRS
+355.6%
-368.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +0.8% |
| 7D | -3.3% | +7.4% | -10.7% | -3.0% |
| 30D | +9.1% | -21.2% | +30.4% | +8.3% |
| 3M | +1.4% | -43.3% | +44.7% | -0.1% |
| 6M | +8.4% | -29.4% | +37.7% | +7.0% |
| YTD | +6.2% | -4.7% | +10.8% | +5.6% |
| 1Y | +5.7% | -9.6% | +15.3% | +5.0% |
| All | -13.0% | +355.6% | -368.6% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling