-28.5%
CCL vs KHC
-54.7%
+26.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +4.9% | +4.5% |
| 7D | +3.1% | -2.0% | +5.1% | +3.9% |
| 30D | +17.5% | +9.7% | +7.9% | +13.3% |
| 3M | +6.8% | -2.0% | +8.8% | +7.3% |
| 6M | +18.7% | +5.4% | +13.3% | +15.5% |
| YTD | +3.0% | +5.9% | -2.9% | -0.8% |
| 1Y | +17.7% | +7.5% | +10.3% | +12.6% |
| 3Y | +155.6% | -12.4% | +168.0% | +158.6% |
| 5Y | +30.2% | -15.8% | +46.0% | +30.4% |
| 10Y | -28.5% | -54.1% | +25.6% | -37.9% |
| All | -28.5% | -54.7% | +26.3% | -37.9% |
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