-12.9%
KHC vs CSGP
-61.1%
+48.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.2% |
| 7D | -1.1% | -3.2% | +2.0% | -0.5% |
| 30D | +8.8% | +2.2% | +6.6% | +8.3% |
| 3M | -1.2% | -3.7% | +2.4% | -0.9% |
| 6M | +4.6% | -7.4% | +12.1% | +5.1% |
| YTD | +5.1% | -54.9% | +60.0% | +16.8% |
| 1Y | +6.2% | -54.9% | +61.1% | +17.9% |
| 3Y | -12.9% | -61.9% | +49.0% | -2.0% |
| All | -12.9% | -61.1% | +48.2% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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