-43.1%
KHC vs CL
+76.0%
-119.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.2% |
| 7D | -1.8% | -2.2% | +0.4% | -0.4% |
| 30D | -1.9% | -4.8% | +3.0% | +1.1% |
| 3M | +14.4% | +4.9% | +9.5% | +11.0% |
| 6M | +8.7% | -5.7% | +14.4% | +12.3% |
| YTD | +7.8% | +14.4% | -6.6% | -1.3% |
| 1Y | -1.5% | +8.7% | -10.3% | -7.2% |
| 3Y | -9.9% | +30.0% | -39.8% | -25.0% |
| 5Y | -10.7% | +28.4% | -39.1% | -25.9% |
| 10Y | -55.7% | +50.1% | -105.8% | -67.9% |
| All | -43.1% | +76.0% | -119.2% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling