+2,944.0%
CLS vs KHC
-55.7%
+2,999.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.4% | +5.6% |
| 7D | +12.8% | -2.2% | +15.0% | +13.0% |
| 30D | +3.8% | -0.1% | +3.9% | +3.7% |
| 3M | -14.6% | +8.3% | -23.0% | -15.9% |
| 6M | +32.2% | +5.0% | +27.3% | +30.5% |
| YTD | +11.6% | +8.0% | +3.6% | +9.3% |
| 1Y | +35.1% | -1.1% | +36.1% | +34.2% |
| 3Y | +1,312.5% | -10.7% | +1,323.3% | +1,286.4% |
| 5Y | +3,542.1% | -13.5% | +3,555.6% | +3,462.0% |
| 10Y | +2,944.0% | -55.4% | +2,999.4% | +2,652.5% |
| All | +2,944.0% | -55.7% | +2,999.7% | +2,652.5% |
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