-10.7%
KHC vs CLBK
+55.4%
-66.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -2.2% | +1.1% | -3.3% | -2.4% |
| 30D | -0.1% | +7.8% | -7.9% | -1.2% |
| 3M | +8.3% | +23.9% | -15.5% | +4.9% |
| 6M | +5.0% | +42.3% | -37.4% | -0.4% |
| YTD | +8.0% | +65.4% | -57.4% | +0.2% |
| 1Y | -1.1% | +70.3% | -71.4% | -8.8% |
| 3Y | -10.7% | +54.5% | -65.2% | -17.8% |
| All | -10.7% | +55.4% | -66.1% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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