-52.3%
KHC vs CLF
+83.8%
-136.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | 0.0% |
| 7D | -4.6% | +2.3% | -6.9% | -4.8% |
| 30D | +8.1% | +1.9% | +6.2% | +7.5% |
| 3M | 0.0% | +5.9% | -5.8% | -1.0% |
| 6M | +7.9% | +16.9% | -9.0% | +5.5% |
| YTD | +5.3% | -1.1% | +6.3% | +3.6% |
| 1Y | +5.1% | +28.8% | -23.7% | +1.1% |
| 3Y | -12.8% | -20.6% | +7.8% | -15.3% |
| 5Y | -16.2% | -41.5% | +25.3% | -18.3% |
| 10Y | -52.3% | +87.5% | -139.8% | -62.6% |
| All | -52.3% | +83.8% | -136.1% | -62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling