-15.8%
KHC vs CLX
-23.1%
+7.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.6% | -6.3% | -2.8% |
| 7D | -2.0% | +17.4% | -19.4% | -7.9% |
| 30D | +9.7% | +27.8% | -18.1% | -0.1% |
| 3M | -2.0% | +3.0% | -5.0% | -3.5% |
| 6M | +5.4% | +17.5% | -12.1% | -1.4% |
| YTD | +5.9% | +10.0% | -4.1% | +1.1% |
| 1Y | +7.5% | +3.3% | +4.2% | +4.8% |
| 3Y | -12.4% | -10.1% | -2.3% | -9.8% |
| 5Y | -15.8% | -23.7% | +7.9% | -10.9% |
| All | -15.8% | -23.1% | +7.2% | -10.9% |
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 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