-14.8%
KHC vs CVE
+142.8%
-157.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.8% |
| 7D | +1.1% | -16.1% | +17.2% | +1.7% |
| 30D | +12.0% | -10.4% | +22.3% | +12.3% |
| 3M | +0.2% | -2.4% | +2.5% | +0.1% |
| 6M | +10.3% | -4.4% | +14.8% | +10.2% |
| YTD | +6.7% | +64.9% | -58.2% | +3.5% |
| 1Y | +10.9% | +66.0% | -55.2% | +7.5% |
| 3Y | -12.6% | +57.7% | -70.3% | -16.1% |
| All | -14.8% | +142.8% | -157.6% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling