-26.9%
CCL vs KHC
-1.8%
-25.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.0% |
| 7D | -4.4% | -4.8% | +0.4% | -3.8% |
| 30D | -18.2% | +0.3% | -18.5% | -18.2% |
| 3M | -17.7% | +6.7% | -24.4% | -17.4% |
| 6M | -13.0% | +4.2% | -17.2% | -12.6% |
| YTD | -24.5% | +6.7% | -31.2% | -23.3% |
| 1Y | -26.9% | -1.4% | -25.5% | -27.0% |
| All | -26.9% | -1.8% | -25.1% | -27.0% |
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