+16.6%
KHC vs CTVA
+223.3%
-206.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -1.8% | +4.9% | -6.7% | -2.8% |
| 30D | -1.9% | +11.9% | -13.8% | -4.3% |
| 3M | +14.4% | +13.7% | +0.7% | +10.9% |
| 6M | +8.7% | +13.1% | -4.4% | +5.3% |
| YTD | +7.8% | +32.0% | -24.2% | +0.7% |
| 1Y | -1.5% | +22.1% | -23.6% | -6.5% |
| 3Y | -9.9% | +77.5% | -87.3% | -22.7% |
| 5Y | -10.7% | +106.3% | -117.0% | -28.1% |
| All | +16.6% | +223.3% | -206.7% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling