+12.5%
KHC vs CTVA
+33.4%
-21.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.2% | +0.6% | +3.3% |
| 7D | +6.6% | +8.2% | -1.6% | +5.6% |
| 30D | +16.5% | -1.0% | +17.5% | +16.0% |
| 3M | -3.0% | +4.6% | -7.5% | -3.8% |
| 6M | +17.4% | +0.5% | +16.9% | +17.4% |
| YTD | +10.3% | +22.7% | -12.4% | +7.4% |
| 1Y | +12.5% | +32.0% | -19.5% | +5.6% |
| All | +12.5% | +33.4% | -21.0% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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