+10.9%
KHC vs CL
+29.1%
-18.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -1.6% |
| 7D | +1.1% | +1.3% | -0.2% | +0.4% |
| 30D | +12.0% | +11.4% | +0.6% | +6.3% |
| 3M | +0.2% | +4.4% | -4.2% | -1.9% |
| 6M | +10.3% | +10.8% | -0.4% | +5.3% |
| YTD | +6.7% | +25.1% | -18.4% | -1.8% |
| 1Y | +10.9% | +28.0% | -17.1% | +1.1% |
| All | +10.9% | +29.1% | -18.2% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling