-35.3%
CLS vs KHC
+7.4%
-42.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.8% | +8.6% | +7.3% |
| 7D | -10.6% | -2.0% | -8.5% | -11.5% |
| 30D | -38.4% | +9.7% | -48.1% | -34.3% |
| 3M | -29.9% | -2.0% | -27.8% | -29.0% |
| 6M | -40.6% | +5.4% | -46.1% | -36.4% |
| YTD | -24.6% | +5.9% | -30.5% | -16.4% |
| All | -35.3% | +7.4% | -42.7% | -28.4% |
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