-43.1%
KHC vs CRL
+318.3%
-361.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | -1.8% | -1.0% | -0.7% | -1.6% |
| 30D | -1.9% | +10.7% | -12.5% | -3.3% |
| 3M | +14.4% | +55.3% | -40.9% | +7.1% |
| 6M | +8.7% | +60.7% | -51.9% | +0.7% |
| YTD | +7.8% | +44.6% | -36.8% | +1.0% |
| 1Y | -1.5% | +77.7% | -79.3% | -10.9% |
| 3Y | -9.9% | +37.6% | -47.5% | -17.9% |
| 5Y | -10.7% | -35.8% | +25.1% | -6.5% |
| 10Y | -55.7% | +241.7% | -297.4% | -71.0% |
| All | -43.1% | +318.3% | -361.4% | -64.8% |
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