-1.1%
KHC vs CTAS
-0.9%
-0.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -0.1% | -1.0% | +0.9% | +0.2% |
| 3M | +8.3% | +15.8% | -7.4% | +4.4% |
| 6M | +5.0% | -1.0% | +6.0% | +6.9% |
| YTD | +8.0% | +7.4% | +0.6% | +7.2% |
| 1Y | -1.1% | -0.1% | -1.0% | -0.6% |
| All | -1.1% | -0.9% | -0.2% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling