-42.1%
KHC vs CL
+96.8%
-138.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +5.9% | +5.9% | 0.0% | +2.3% |
| 30D | +14.9% | +13.8% | +1.2% | +6.4% |
| 3M | 0.0% | +6.4% | -6.4% | -3.8% |
| 6M | +16.2% | +15.6% | +0.6% | +6.3% |
| YTD | +9.8% | +27.9% | -18.1% | -6.0% |
| 1Y | +12.1% | +31.4% | -19.3% | -5.8% |
| 3Y | -10.1% | +41.4% | -51.4% | -28.7% |
| 5Y | -13.9% | +42.8% | -56.7% | -32.9% |
| 10Y | -51.9% | +79.7% | -131.5% | -69.1% |
| All | -42.1% | +96.8% | -138.9% | -65.9% |
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