+2,618.5%
CLS vs KHC
-41.6%
+2,660.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +4.6% | -1.8% | +6.3% | +4.8% |
| 30D | -13.9% | -1.9% | -12.0% | -13.7% |
| 3M | -26.6% | +14.4% | -41.0% | -28.5% |
| 6M | +15.4% | +8.7% | +6.7% | +12.9% |
| YTD | +5.7% | +7.8% | -2.1% | +3.3% |
| 1Y | +41.1% | -1.5% | +42.6% | +40.2% |
| 3Y | +1,228.6% | -9.9% | +1,238.4% | +1,198.0% |
| 5Y | +3,240.6% | -10.7% | +3,251.4% | +3,126.1% |
| 10Y | +2,760.3% | -55.7% | +2,816.0% | +2,729.5% |
| All | +2,618.5% | -41.6% | +2,660.0% | +2,396.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling