+14.4%
KHC vs CTVA
+210.9%
-196.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.5% | -4.7% | +2.1% | -1.5% |
| 30D | +0.5% | +11.1% | -10.6% | -1.8% |
| 3M | +3.0% | +13.7% | -10.7% | -0.1% |
| 6M | +6.6% | +11.2% | -4.6% | +3.7% |
| YTD | +5.8% | +26.9% | -21.1% | -0.3% |
| 1Y | -2.2% | +18.8% | -21.0% | -6.7% |
| 3Y | -12.5% | +75.9% | -88.5% | -24.9% |
| 5Y | -13.6% | +105.2% | -118.8% | -30.5% |
| All | +14.4% | +210.9% | -196.5% | -24.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling