-43.7%
KHC vs CRL
+389.4%
-433.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.8% | -10.6% | -3.8% |
| 7D | +1.1% | -6.1% | +7.2% | +1.7% |
| 30D | +12.0% | +12.4% | -0.4% | +9.7% |
| 3M | +0.2% | +27.1% | -26.9% | -3.7% |
| 6M | +10.3% | +85.7% | -75.4% | +0.1% |
| YTD | +6.7% | +69.2% | -62.5% | -2.6% |
| 1Y | +10.9% | +97.5% | -86.7% | -1.4% |
| 3Y | -12.6% | +86.1% | -98.7% | -24.4% |
| 5Y | -16.3% | -10.0% | -6.2% | -18.1% |
| 10Y | -53.2% | +395.0% | -448.2% | -71.8% |
| All | -43.7% | +389.4% | -433.1% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling