-10.7%
KHC vs CTVA
+78.5%
-89.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.6% |
| 7D | -2.2% | -2.1% | -0.1% | -1.9% |
| 30D | -0.1% | +12.0% | -12.1% | -2.0% |
| 3M | +8.3% | +13.5% | -5.1% | +6.0% |
| 6M | +5.0% | +12.1% | -7.2% | +2.7% |
| YTD | +8.0% | +29.0% | -21.0% | +3.0% |
| 1Y | -1.1% | +18.9% | -20.0% | -4.3% |
| 3Y | -10.7% | +78.9% | -89.6% | -19.9% |
| All | -10.7% | +78.5% | -89.2% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling