-54.3%
KHC vs CLF
+104.8%
-159.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -2.9% |
| 7D | +1.1% | -19.6% | +20.7% | +2.4% |
| 30D | +12.0% | -5.0% | +16.9% | +11.9% |
| 3M | +0.2% | -6.3% | +6.5% | 0.0% |
| 6M | +10.3% | +2.8% | +7.6% | +8.8% |
| YTD | +6.7% | -13.7% | +20.4% | +6.1% |
| 1Y | +10.9% | +13.6% | -2.7% | +7.7% |
| 3Y | -12.6% | -34.0% | +21.4% | -13.9% |
| 5Y | -16.3% | -48.7% | +32.5% | -17.6% |
| All | -54.3% | +104.8% | -159.1% | -62.1% |
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