-13.5%
KHC vs CLX
-35.2%
+21.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.8% |
| 7D | -2.2% | -3.5% | +1.3% | -0.9% |
| 30D | -0.1% | -11.9% | +11.8% | +4.6% |
| 3M | +8.3% | -2.6% | +11.0% | +9.1% |
| 6M | +5.0% | -18.2% | +23.1% | +12.3% |
| YTD | +8.0% | -5.9% | +13.9% | +9.6% |
| 1Y | -1.1% | -23.8% | +22.7% | +8.4% |
| 3Y | -10.7% | -33.6% | +22.9% | +1.8% |
| 5Y | -13.5% | -35.7% | +22.2% | -2.0% |
| All | -13.5% | -35.2% | +21.6% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling