-52.3%
KHC vs CL
+84.6%
-136.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -4.6% | -0.8% | -3.8% | -4.2% |
| 30D | +8.1% | +9.5% | -1.4% | +2.6% |
| 3M | 0.0% | +6.8% | -6.7% | -3.8% |
| 6M | +7.9% | +14.3% | -6.3% | -0.3% |
| YTD | +5.3% | +27.0% | -21.7% | -8.9% |
| 1Y | +5.1% | +26.3% | -21.2% | -8.9% |
| 3Y | -12.8% | +39.3% | -52.1% | -29.5% |
| 5Y | -16.2% | +41.5% | -57.7% | -33.6% |
| 10Y | -52.3% | +84.1% | -136.4% | -68.6% |
| All | -52.3% | +84.6% | -136.9% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling