-3.1%
KHC vs CLF
+20.0%
-23.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.2% |
| 7D | -3.3% | +7.6% | -10.9% | -3.3% |
| 30D | -3.4% | -1.2% | -2.2% | -3.4% |
| 3M | +12.6% | -13.4% | +26.0% | +13.4% |
| 6M | +7.0% | +15.4% | -8.4% | +6.5% |
| YTD | +6.1% | -5.9% | +12.0% | +6.1% |
| 1Y | -3.1% | +18.8% | -21.9% | -3.5% |
| All | -3.1% | +20.0% | -23.0% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling