+838.1%
CLS vs KHC
-9.8%
+847.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -8.0% | -3.8% |
| 7D | +16.3% | +2.0% | +14.3% | +17.8% |
| 30D | -25.7% | +10.6% | -36.3% | -20.3% |
| 3M | -30.9% | +0.5% | -31.4% | -29.0% |
| 6M | -35.5% | +12.1% | -47.5% | -29.2% |
| YTD | -18.7% | +8.9% | -27.6% | -10.7% |
| 1Y | -17.9% | +7.5% | -25.4% | -10.3% |
| 3Y | +838.1% | -10.7% | +848.8% | +923.9% |
| All | +838.1% | -9.8% | +847.9% | +923.9% |
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