-56.0%
KHC vs CLX
-2.6%
-53.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.5% |
| 7D | -2.5% | -5.9% | +3.3% | -0.3% |
| 30D | +0.5% | -17.0% | +17.6% | +7.7% |
| 3M | +3.0% | -9.6% | +12.6% | +6.7% |
| 6M | +6.6% | -21.5% | +28.1% | +15.9% |
| YTD | +5.8% | -8.8% | +14.6% | +8.6% |
| 1Y | -2.2% | -24.7% | +22.5% | +7.6% |
| 3Y | -12.5% | -35.6% | +23.1% | +1.2% |
| 5Y | -13.6% | -37.6% | +24.0% | -0.9% |
| All | -56.0% | -2.6% | -53.4% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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