-51.2%
KHC vs CLX
+30.5%
-81.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.4% |
| 7D | -3.3% | +8.5% | -11.8% | -6.3% |
| 30D | +9.1% | +30.0% | -20.8% | -1.1% |
| 3M | +1.4% | +3.8% | -2.4% | -0.4% |
| 6M | +8.4% | +24.6% | -16.3% | -0.8% |
| YTD | +6.2% | +12.8% | -6.6% | +0.4% |
| 1Y | +5.7% | +8.6% | -2.9% | +1.2% |
| 3Y | -12.0% | -8.6% | -3.4% | -10.5% |
| 5Y | -15.3% | -21.8% | +6.4% | -11.1% |
| All | -51.2% | +30.5% | -81.7% | -63.2% |
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