-54.1%
KHC vs CRL
+400.8%
-454.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.5% | -1.3% |
| 7D | -2.0% | +4.4% | -6.4% | -2.7% |
| 30D | +9.7% | +17.1% | -7.4% | +7.1% |
| 3M | -2.0% | +32.1% | -34.1% | -6.0% |
| 6M | +5.4% | +98.9% | -93.5% | -4.6% |
| YTD | +5.9% | +77.1% | -71.2% | -3.4% |
| 1Y | +7.5% | +110.3% | -102.8% | -4.5% |
| 3Y | -12.4% | +108.5% | -120.9% | -24.9% |
| 5Y | -15.8% | -7.9% | -8.0% | -17.2% |
| 10Y | -54.1% | +368.9% | -423.0% | -67.6% |
| All | -54.1% | +400.8% | -454.9% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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