-15.8%
KHC vs CTAS
+114.0%
-129.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.1% |
| 3M | -2.0% | +10.2% | -12.2% | -4.4% |
| 6M | +5.4% | +34.4% | -28.9% | -1.9% |
| YTD | +5.9% | +19.6% | -13.7% | +1.3% |
| 1Y | +7.5% | +21.8% | -14.3% | +2.3% |
| 3Y | -12.4% | +74.1% | -86.5% | -23.5% |
| 5Y | -15.8% | +114.0% | -129.9% | -31.3% |
| All | -15.8% | +114.0% | -129.8% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling