-15.3%
KHC vs CLBK
+27.9%
-43.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | -3.3% | +2.5% | -5.8% | -3.6% |
| 30D | +9.1% | +3.7% | +5.5% | +8.7% |
| 3M | +1.4% | -3.3% | +4.7% | +1.7% |
| 6M | +8.4% | +29.6% | -21.3% | +5.3% |
| YTD | +6.2% | +60.3% | -54.1% | +0.9% |
| 1Y | +5.7% | +63.4% | -57.7% | +0.1% |
| 3Y | -12.0% | +53.8% | -65.9% | -16.6% |
| 5Y | -15.3% | +29.0% | -44.3% | -20.9% |
| All | -15.3% | +27.9% | -43.2% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling