-52.3%
KHC vs CLX
+29.7%
-81.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -4.6% | +7.8% | -12.4% | -7.3% |
| 30D | +8.1% | +28.5% | -20.4% | -1.6% |
| 3M | 0.0% | +1.3% | -1.3% | -0.9% |
| 6M | +7.9% | +23.4% | -15.4% | -0.9% |
| YTD | +5.3% | +11.4% | -6.1% | 0.0% |
| 1Y | +5.1% | +6.9% | -1.8% | +1.2% |
| 3Y | -12.8% | -9.8% | -3.0% | -10.8% |
| 5Y | -16.2% | -22.7% | +6.5% | -11.6% |
| 10Y | -52.3% | +28.7% | -81.0% | -63.9% |
| All | -52.3% | +29.7% | -81.9% | -63.9% |
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