-24.8%
CCL vs KHC
-3.0%
-21.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +0.4% |
| 7D | -5.0% | -3.3% | -1.7% | -4.7% |
| 30D | -20.3% | -3.4% | -16.9% | -20.1% |
| 3M | -15.1% | +12.6% | -27.7% | -15.0% |
| 6M | -15.1% | +7.0% | -22.1% | -14.4% |
| YTD | -21.8% | +6.1% | -27.9% | -20.5% |
| 1Y | -24.8% | -3.1% | -21.7% | -24.6% |
| All | -24.8% | -3.0% | -21.8% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 1y: compounded portfolio wealth divided by compounded KHC 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…
1y analysis · Full analysis span regression · 6 months rolling