+1,698.8%
CLS vs KHC
-42.1%
+1,740.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.9% |
| 7D | -22.2% | +1.1% | -23.3% | -22.3% |
| 30D | -44.4% | +12.0% | -56.3% | -45.5% |
| 3M | -34.3% | +0.2% | -34.5% | -34.6% |
| 6M | -50.1% | +10.3% | -60.4% | -51.3% |
| YTD | -30.1% | +6.7% | -36.8% | -31.8% |
| 1Y | -39.3% | +10.9% | -50.2% | -41.3% |
| 3Y | +732.7% | -12.6% | +745.3% | +719.7% |
| 5Y | +1,777.2% | -16.3% | +1,793.5% | +1,744.3% |
| 10Y | +1,645.6% | -53.2% | +1,698.8% | +1,585.6% |
| All | +1,698.8% | -42.1% | +1,740.9% | +1,549.7% |
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