-10.1%
KHC vs CVE
+54.6%
-64.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.3% | -0.4% |
| 7D | +5.9% | -14.1% | +20.0% | +6.1% |
| 30D | +14.9% | -11.6% | +26.6% | +15.0% |
| 3M | 0.0% | 0.0% | -0.1% | -0.3% |
| 6M | +16.2% | -8.4% | +24.6% | +16.2% |
| YTD | +9.8% | +65.9% | -56.1% | +6.5% |
| 1Y | +12.1% | +69.4% | -57.3% | +8.5% |
| All | -10.1% | +54.6% | -64.7% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling