-16.8%
KHC vs CL
+41.7%
-58.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.1% | +2.6% | -3.7% | -2.5% |
| 30D | +8.8% | +11.8% | -2.9% | +2.6% |
| 3M | -1.2% | +5.9% | -7.1% | -4.3% |
| 6M | +4.6% | +13.3% | -8.7% | -2.2% |
| YTD | +5.1% | +27.1% | -22.0% | -8.0% |
| 1Y | +6.2% | +28.0% | -21.8% | -7.5% |
| 3Y | -12.9% | +39.4% | -52.3% | -28.4% |
| 5Y | -16.8% | +40.8% | -57.5% | -33.1% |
| All | -16.8% | +41.7% | -58.5% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling