-12.4%
KHC vs CL
+39.1%
-51.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.5% |
| 3M | -2.0% | +5.6% | -7.6% | -4.9% |
| 6M | +5.4% | +13.2% | -7.7% | -1.3% |
| YTD | +5.9% | +26.9% | -21.0% | -6.9% |
| 1Y | +7.5% | +27.3% | -19.9% | -5.9% |
| 3Y | -12.4% | +39.7% | -52.1% | -28.4% |
| All | -12.4% | +39.1% | -51.6% | -28.4% |
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