-54.3%
KHC vs CTAS
+665.9%
-720.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | -4.8% | +1.0% | -5.8% | -5.1% |
| 30D | +0.3% | -1.1% | +1.4% | +0.6% |
| 3M | +6.7% | +11.5% | -4.8% | +3.3% |
| 6M | +4.2% | +0.2% | +4.0% | +3.8% |
| YTD | +6.7% | +7.2% | -0.4% | +4.2% |
| 1Y | -1.4% | 0.0% | -1.4% | -1.8% |
| 3Y | -11.8% | +65.9% | -77.7% | -25.7% |
| 5Y | -13.4% | +109.6% | -122.9% | -33.2% |
| 10Y | -54.3% | +683.8% | -738.0% | -75.4% |
| All | -54.3% | +665.9% | -720.1% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling