-43.1%
KHC vs CRS
+1,370.0%
-1,413.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | -1.8% | -0.2% | -1.5% | -1.8% |
| 30D | -1.9% | -16.6% | +14.8% | +0.1% |
| 3M | +14.4% | -3.5% | +17.9% | +14.4% |
| 6M | +8.7% | +15.4% | -6.7% | +6.0% |
| YTD | +7.8% | +51.2% | -43.4% | +1.5% |
| 1Y | -1.5% | +98.3% | -99.8% | -10.9% |
| 3Y | -9.9% | +651.5% | -661.4% | -34.4% |
| 5Y | -10.7% | +1,411.1% | -1,421.8% | -44.1% |
| 10Y | -55.7% | +1,424.3% | -1,480.0% | -74.7% |
| All | -43.1% | +1,370.0% | -1,413.1% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling