-10.7%
KHC vs CRL
+97.9%
-108.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.6% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | +10.6% | +11.9% | -1.3% | +9.5% |
| 3M | +0.5% | +20.2% | -19.6% | -1.1% |
| 6M | +12.1% | +107.5% | -95.5% | +5.5% |
| YTD | +8.9% | +69.4% | -60.5% | +3.6% |
| 1Y | +7.5% | +99.7% | -92.2% | +0.6% |
| 3Y | -10.7% | +98.8% | -109.5% | -18.7% |
| All | -10.7% | +97.9% | -108.6% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling