-10.7%
KHC vs CTVA
+49.4%
-60.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +2.3% |
| 7D | +2.0% | -20.8% | +22.8% | +4.3% |
| 30D | +10.6% | -29.6% | +40.2% | +15.0% |
| 3M | +0.5% | -16.9% | +17.4% | +1.6% |
| 6M | +12.1% | -24.3% | +36.3% | +14.8% |
| YTD | +8.9% | -5.6% | +14.5% | +7.4% |
| 1Y | +7.5% | -4.2% | +11.7% | +5.7% |
| 3Y | -10.7% | +43.3% | -54.0% | -16.8% |
| All | -10.7% | +49.4% | -60.1% | -16.8% |
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