-43.9%
CCL vs KHC
-41.6%
-2.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -5.0% | -1.8% | -3.3% | -4.4% |
| 30D | -20.3% | -1.9% | -18.5% | -19.8% |
| 3M | -15.1% | +14.4% | -29.5% | -20.0% |
| 6M | -15.1% | +8.7% | -23.8% | -18.6% |
| YTD | -21.8% | +7.8% | -29.6% | -25.1% |
| 1Y | -24.8% | -1.5% | -23.3% | -25.4% |
| 3Y | +51.9% | -9.9% | +61.7% | +51.8% |
| 5Y | +4.0% | -10.7% | +14.8% | +1.5% |
| 10Y | -42.2% | -55.7% | +13.5% | -40.2% |
| All | -43.9% | -41.6% | -2.3% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling