-12.6%
KHC vs CL
+38.3%
-50.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.8% |
| 3M | +0.2% | +4.4% | -4.2% | -2.1% |
| 6M | +10.3% | +10.8% | -0.4% | +4.5% |
| YTD | +6.7% | +25.1% | -18.4% | -5.5% |
| 1Y | +10.9% | +28.0% | -17.1% | -3.2% |
| 3Y | -12.6% | +37.6% | -50.2% | -28.2% |
| All | -12.6% | +38.3% | -50.9% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling