-14.8%
KHC vs CSGP
-63.4%
+48.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.7% | +1.9% | -2.2% |
| 7D | +1.1% | +1.3% | -0.2% | +1.0% |
| 30D | +12.0% | +10.7% | +1.3% | +10.6% |
| 3M | +0.2% | +3.3% | -3.1% | -0.4% |
| 6M | +10.3% | -10.3% | +20.7% | +10.9% |
| YTD | +6.7% | -54.6% | +61.3% | +13.8% |
| 1Y | +10.9% | -54.6% | +65.5% | +18.2% |
| 3Y | -12.6% | -60.3% | +47.7% | -6.0% |
| All | -14.8% | -63.4% | +48.6% | -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 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