-55.4%
KHC vs CRL
+241.6%
-297.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.6% |
| 7D | -2.2% | -0.6% | -1.7% | -2.1% |
| 30D | -0.1% | +5.0% | -5.0% | -0.8% |
| 3M | +8.3% | +50.6% | -42.2% | +2.2% |
| 6M | +5.0% | +60.9% | -56.0% | -2.4% |
| YTD | +8.0% | +40.7% | -32.8% | +1.9% |
| 1Y | -1.1% | +73.3% | -74.4% | -9.8% |
| 3Y | -10.7% | +40.6% | -51.3% | -18.7% |
| 5Y | -13.5% | -37.0% | +23.5% | -8.9% |
| 10Y | -55.4% | +244.3% | -299.7% | -68.5% |
| All | -55.4% | +241.6% | -297.0% | -68.5% |
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