-9.8%
KHC vs CSGP
-61.9%
+52.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.3% |
| 7D | -1.8% | -4.1% | +2.3% | -1.1% |
| 30D | -1.9% | +2.3% | -4.2% | -2.3% |
| 3M | +14.4% | -8.2% | +22.6% | +15.2% |
| 6M | +8.7% | -35.1% | +43.8% | +14.6% |
| YTD | +7.8% | -54.0% | +61.8% | +18.8% |
| 1Y | -1.5% | -65.3% | +63.8% | +13.6% |
| All | -9.8% | -61.9% | +52.1% | +2.3% |
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