-44.1%
KHC vs CLX
+40.8%
-84.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.6% | -6.3% | -2.9% |
| 7D | -2.0% | +17.4% | -19.4% | -8.1% |
| 30D | +9.7% | +27.8% | -18.1% | -0.5% |
| 3M | -2.0% | +3.0% | -5.0% | -3.6% |
| 6M | +5.4% | +17.5% | -12.1% | -1.7% |
| YTD | +5.9% | +10.0% | -4.1% | +0.8% |
| 1Y | +7.5% | +3.3% | +4.2% | +4.6% |
| 3Y | -12.4% | -10.1% | -2.3% | -10.3% |
| 5Y | -15.8% | -23.7% | +7.9% | -10.6% |
| 10Y | -54.1% | +24.9% | -78.9% | -65.7% |
| All | -44.1% | +40.8% | -84.9% | -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 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