+732.7%
CLS vs KHC
-12.7%
+745.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | -1.2% |
| 7D | -22.2% | +1.1% | -23.3% | -21.4% |
| 30D | -44.4% | +12.0% | -56.3% | -40.1% |
| 3M | -34.3% | +0.2% | -34.5% | -32.9% |
| 6M | -50.1% | +10.3% | -60.4% | -45.7% |
| YTD | -30.1% | +6.7% | -36.8% | -24.3% |
| 1Y | -39.3% | +10.9% | -50.2% | -32.8% |
| 3Y | +732.7% | -12.6% | +745.3% | +751.4% |
| All | +732.7% | -12.7% | +745.5% | +751.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling