-43.1%
KHC vs CTAS
+968.8%
-1,011.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.8% | -1.8% | +0.1% | -1.2% |
| 30D | -1.9% | -0.2% | -1.7% | -1.9% |
| 3M | +14.4% | +11.7% | +2.7% | +10.4% |
| 6M | +8.7% | +0.7% | +8.0% | +8.1% |
| YTD | +7.8% | +7.4% | +0.4% | +5.0% |
| 1Y | -1.5% | -2.1% | +0.6% | -1.3% |
| 3Y | -9.9% | +62.9% | -72.8% | -24.3% |
| 5Y | -10.7% | +111.9% | -122.6% | -32.3% |
| 10Y | -55.7% | +652.2% | -707.9% | -79.4% |
| All | -43.1% | +968.8% | -1,011.9% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling