-54.1%
KHC vs CL
+76.2%
-130.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.6% |
| 7D | -2.0% | +0.5% | -2.6% | -2.3% |
| 30D | +9.7% | +11.6% | -1.9% | +2.9% |
| 3M | -2.0% | +5.6% | -7.6% | -5.1% |
| 6M | +5.4% | +13.2% | -7.7% | -2.0% |
| YTD | +5.9% | +26.9% | -21.0% | -8.4% |
| 1Y | +7.5% | +27.3% | -19.9% | -7.4% |
| 3Y | -12.4% | +39.7% | -52.1% | -29.4% |
| 5Y | -15.8% | +41.3% | -57.2% | -33.3% |
| 10Y | -54.1% | +76.3% | -130.3% | -68.8% |
| All | -54.1% | +76.2% | -130.3% | -68.8% |
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