-13.4%
KHC vs CLBK
+41.8%
-55.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -4.8% | -1.5% | -3.3% | -4.6% |
| 30D | +0.3% | +6.7% | -6.4% | -0.4% |
| 3M | +6.7% | +21.2% | -14.4% | +4.4% |
| 6M | +4.2% | +42.0% | -37.8% | +0.2% |
| YTD | +6.7% | +63.3% | -56.5% | +1.0% |
| 1Y | -1.4% | +65.4% | -66.8% | -6.9% |
| 3Y | -11.8% | +52.5% | -64.2% | -16.6% |
| 5Y | -13.4% | +42.0% | -55.3% | -21.6% |
| All | -13.4% | +41.8% | -55.2% | -21.6% |
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