-54.1%
KHC vs CTAS
+848.9%
-903.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.9% |
| 7D | -2.0% | -0.7% | -1.3% | -1.8% |
| 30D | +9.7% | +10.3% | -0.6% | +6.6% |
| 3M | -2.0% | +10.2% | -12.2% | -4.8% |
| 6M | +5.4% | +34.4% | -28.9% | -3.6% |
| YTD | +5.9% | +19.6% | -13.7% | +0.1% |
| 1Y | +7.5% | +21.8% | -14.3% | +1.0% |
| 3Y | -12.4% | +74.1% | -86.5% | -27.1% |
| 5Y | -15.8% | +114.0% | -129.9% | -35.3% |
| 10Y | -54.1% | +813.9% | -868.0% | -76.8% |
| All | -54.1% | +848.9% | -903.0% | -76.8% |
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