-43.1%
KHC vs CLX
+22.3%
-65.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.2% |
| 7D | -1.8% | -9.2% | +7.5% | +1.9% |
| 30D | -1.9% | -11.0% | +9.2% | +2.6% |
| 3M | +14.4% | +5.0% | +9.4% | +11.9% |
| 6M | +8.7% | -18.8% | +27.5% | +17.0% |
| YTD | +7.8% | -4.4% | +12.2% | +8.7% |
| 1Y | -1.5% | -21.9% | +20.3% | +7.3% |
| 3Y | -9.9% | -32.8% | +22.9% | +3.2% |
| 5Y | -10.7% | -34.6% | +23.8% | +1.0% |
| 10Y | -55.7% | -4.7% | -51.0% | -61.8% |
| All | -43.1% | +22.3% | -65.5% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling