-12.6%
KHC vs CSGP
-60.4%
+47.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.7% | +1.9% | -1.9% |
| 7D | +1.1% | +1.3% | -0.2% | +0.9% |
| 30D | +12.0% | +10.7% | +1.3% | +9.9% |
| 3M | +0.2% | +3.3% | -3.1% | -0.7% |
| 6M | +10.3% | -10.3% | +20.7% | +11.2% |
| YTD | +6.7% | -54.6% | +61.3% | +18.3% |
| 1Y | +10.9% | -54.6% | +65.5% | +22.8% |
| 3Y | -12.6% | -60.3% | +47.7% | -1.7% |
| All | -12.6% | -60.4% | +47.8% | -1.7% |
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