+1,763.7%
CLS vs KHC
-16.5%
+1,780.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | -0.3% |
| 7D | -22.2% | +1.1% | -23.3% | -21.8% |
| 30D | -44.4% | +12.0% | -56.3% | -42.3% |
| 3M | -34.3% | +0.2% | -34.5% | -33.5% |
| 6M | -50.1% | +10.3% | -60.4% | -48.1% |
| YTD | -30.1% | +6.7% | -36.8% | -27.3% |
| 1Y | -39.3% | +10.9% | -50.2% | -36.5% |
| 3Y | +732.7% | -12.6% | +745.3% | +733.6% |
| All | +1,763.7% | -16.5% | +1,780.2% | +1,804.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling