-49.9%
KHC vs CL
+88.0%
-137.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +1.5% |
| 7D | +2.0% | +3.2% | -1.2% | +0.1% |
| 30D | +10.6% | +8.0% | +2.6% | +5.8% |
| 3M | +0.5% | +7.9% | -7.3% | -3.9% |
| 6M | +12.1% | +14.7% | -2.7% | +3.3% |
| YTD | +8.9% | +29.2% | -20.3% | -6.7% |
| 1Y | +7.5% | +29.5% | -22.0% | -8.2% |
| 3Y | -10.7% | +40.7% | -51.4% | -28.3% |
| 5Y | -13.2% | +43.9% | -57.0% | -31.8% |
| All | -49.9% | +88.0% | -137.9% | -67.9% |
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