-13.4%
KHC vs CRS
+1,446.1%
-1,459.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -4.8% | -0.5% | -4.2% | -4.8% |
| 30D | +0.3% | -18.1% | +18.4% | +0.7% |
| 3M | +6.7% | -12.4% | +19.1% | +6.8% |
| 6M | +4.2% | +15.9% | -11.8% | +3.5% |
| YTD | +6.7% | +45.8% | -39.1% | +5.3% |
| 1Y | -1.4% | +87.8% | -89.2% | -3.5% |
| 3Y | -11.8% | +648.7% | -660.5% | -19.3% |
| 5Y | -13.4% | +1,416.6% | -1,430.0% | -26.2% |
| All | -13.4% | +1,446.1% | -1,459.4% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling