-44.5%
KHC vs CTAS
+1,101.0%
-1,145.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -1.0% |
| 7D | -1.1% | +0.7% | -1.8% | -1.3% |
| 30D | +8.8% | +11.3% | -2.5% | +5.3% |
| 3M | -1.2% | +11.4% | -12.6% | -4.5% |
| 6M | +4.6% | +35.6% | -31.0% | -5.0% |
| YTD | +5.1% | +20.7% | -15.6% | -1.2% |
| 1Y | +6.2% | +22.8% | -16.6% | -0.7% |
| 3Y | -12.9% | +73.4% | -86.3% | -28.1% |
| 5Y | -16.8% | +117.6% | -134.4% | -37.2% |
| 10Y | -52.4% | +818.4% | -870.9% | -79.5% |
| All | -44.5% | +1,101.0% | -1,145.6% | -80.1% |
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