-41.8%
KHC vs CSGP
+61.4%
-103.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.0% | -0.3% | +3.0% |
| 7D | +6.6% | +18.3% | -11.7% | +3.3% |
| 30D | +16.5% | +17.8% | -1.3% | +12.8% |
| 3M | -3.0% | +9.3% | -12.2% | -5.0% |
| 6M | +17.4% | -7.9% | +25.3% | +18.0% |
| YTD | +10.3% | -51.5% | +61.9% | +23.2% |
| 1Y | +12.5% | -53.3% | +65.8% | +26.3% |
| 3Y | -9.6% | -57.9% | +48.3% | +1.9% |
| 5Y | -12.0% | -61.3% | +49.4% | -0.3% |
| 10Y | -51.6% | +77.5% | -129.2% | -63.5% |
| All | -41.8% | +61.4% | -103.2% | -56.6% |
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