-10.3%
KHC vs CSGP
-64.7%
+54.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.4% |
| 7D | -1.8% | -4.1% | +2.3% | -1.3% |
| 30D | -1.9% | +2.3% | -4.2% | -2.2% |
| 3M | +14.4% | -8.2% | +22.6% | +15.0% |
| 6M | +8.7% | -35.1% | +43.8% | +12.6% |
| YTD | +7.8% | -54.0% | +61.8% | +14.7% |
| 1Y | -1.5% | -65.3% | +63.8% | +7.5% |
| 3Y | -9.9% | -62.6% | +52.7% | -2.9% |
| All | -10.3% | -64.7% | +54.4% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling