+35.1%
CLS vs KHC
-2.0%
+37.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.4% | +5.8% |
| 7D | +12.8% | -2.2% | +15.0% | +11.6% |
| 30D | +3.8% | -0.1% | +3.9% | +4.0% |
| 3M | -14.6% | +8.3% | -23.0% | -9.2% |
| 6M | +32.2% | +5.0% | +27.3% | +40.1% |
| YTD | +11.6% | +8.0% | +3.6% | +21.8% |
| 1Y | +35.1% | -1.1% | +36.1% | +45.3% |
| All | +35.1% | -2.0% | +37.0% | +45.3% |
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