+15.4%
KHC vs CTVA
+211.9%
-196.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -0.9% |
| 7D | -4.8% | -5.8% | +1.0% | -3.5% |
| 30D | +0.3% | +11.1% | -10.8% | -2.0% |
| 3M | +6.7% | +13.2% | -6.5% | +3.6% |
| 6M | +4.2% | +8.7% | -4.6% | +1.8% |
| YTD | +6.7% | +27.3% | -20.5% | +0.5% |
| 1Y | -1.4% | +18.0% | -19.4% | -5.7% |
| 3Y | -11.8% | +76.5% | -88.2% | -24.3% |
| 5Y | -13.4% | +105.1% | -118.5% | -30.3% |
| All | +15.4% | +211.9% | -196.4% | -24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling