-43.1%
KHC vs CLF
+256.8%
-299.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.8% |
| 7D | -1.8% | +7.6% | -9.3% | -2.1% |
| 30D | -1.9% | -1.2% | -0.7% | -1.9% |
| 3M | +14.4% | -13.4% | +27.8% | +14.9% |
| 6M | +8.7% | +15.4% | -6.7% | +7.2% |
| YTD | +7.8% | -5.9% | +13.7% | +7.2% |
| 1Y | -1.5% | +18.8% | -20.3% | -3.8% |
| 3Y | -9.9% | -19.4% | +9.5% | -11.6% |
| 5Y | -10.7% | -47.7% | +37.0% | -11.6% |
| 10Y | -55.7% | +130.4% | -186.1% | -61.2% |
| All | -43.1% | +256.8% | -299.9% | -50.5% |
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 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