-41.0%
CCL vs KHC
-55.7%
+14.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -0.1% | -2.2% | +2.1% | +0.7% |
| 30D | -20.0% | -0.1% | -19.9% | -20.0% |
| 3M | -13.7% | +8.3% | -22.0% | -16.7% |
| 6M | -9.0% | +5.0% | -14.0% | -11.3% |
| YTD | -22.8% | +8.0% | -30.8% | -26.0% |
| 1Y | -25.3% | -1.1% | -24.2% | -26.0% |
| 3Y | +54.1% | -10.7% | +64.8% | +54.8% |
| 5Y | +3.5% | -13.5% | +17.0% | +2.7% |
| 10Y | -41.0% | -55.4% | +14.4% | -46.5% |
| All | -41.0% | -55.7% | +14.6% | -46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling