-55.8%
KHC vs CVE
+159.5%
-215.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | -1.8% | +2.5% | -4.3% | -2.0% |
| 30D | -1.9% | +16.7% | -18.6% | -3.4% |
| 3M | +14.4% | +9.3% | +5.1% | +13.1% |
| 6M | +8.7% | +43.6% | -34.9% | +4.4% |
| YTD | +7.8% | +93.6% | -85.8% | +0.2% |
| 1Y | -1.5% | +98.8% | -100.3% | -8.8% |
| 3Y | -9.9% | +73.6% | -83.5% | -16.4% |
| 5Y | -10.7% | +312.5% | -323.2% | -27.2% |
| All | -55.8% | +159.5% | -215.2% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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