-44.5%
KHC vs CLF
+267.0%
-311.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -1.0% |
| 7D | -1.1% | -9.1% | +7.9% | -0.8% |
| 30D | +8.8% | -0.9% | +9.8% | +8.6% |
| 3M | -1.2% | +3.0% | -4.2% | -1.8% |
| 6M | +4.6% | +16.7% | -12.0% | +3.0% |
| YTD | +5.1% | -3.2% | +8.3% | +4.1% |
| 1Y | +6.2% | +24.6% | -18.4% | +3.6% |
| 3Y | -12.9% | -22.3% | +9.4% | -14.6% |
| 5Y | -16.8% | -41.2% | +24.4% | -18.3% |
| 10Y | -52.4% | +83.5% | -136.0% | -58.5% |
| All | -44.5% | +267.0% | -311.6% | -52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling