+3.5%
CCL vs KHC
-10.2%
+13.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -0.1% | -2.2% | +2.1% | +0.2% |
| 30D | -20.0% | -0.1% | -19.9% | -20.0% |
| 3M | -13.7% | +8.3% | -22.0% | -14.7% |
| 6M | -9.0% | +5.0% | -14.0% | -9.7% |
| YTD | -22.8% | +8.0% | -30.8% | -23.8% |
| 1Y | -25.3% | -1.1% | -24.2% | -25.2% |
| 3Y | +54.1% | -10.7% | +64.8% | +54.5% |
| 5Y | +3.5% | -13.5% | +17.0% | +4.1% |
| All | +3.5% | -10.2% | +13.7% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling