-43.1%
KHC vs CSGP
+53.1%
-96.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.2% |
| 7D | -1.8% | -4.1% | +2.3% | -1.0% |
| 30D | -1.9% | +2.3% | -4.2% | -2.4% |
| 3M | +14.4% | -8.2% | +22.6% | +15.7% |
| 6M | +8.7% | -35.1% | +43.8% | +16.5% |
| YTD | +7.8% | -54.0% | +61.8% | +21.9% |
| 1Y | -1.5% | -65.3% | +63.8% | +17.1% |
| 3Y | -9.9% | -62.6% | +52.7% | +4.1% |
| 5Y | -10.7% | -64.8% | +54.1% | +3.2% |
| 10Y | -55.7% | +45.1% | -100.8% | -64.5% |
| All | -43.1% | +53.1% | -96.2% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling