+7.6%
KHC vs ACI
+33.9%
-26.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.6% |
| 7D | -3.3% | -0.5% | -2.9% | -3.2% |
| 30D | +9.1% | +4.9% | +4.2% | +8.2% |
| 3M | +1.4% | +11.1% | -9.7% | -0.5% |
| 6M | +8.4% | -14.9% | +23.3% | +10.5% |
| YTD | +6.2% | -19.6% | +25.8% | +9.2% |
| 1Y | +5.7% | -22.7% | +28.4% | +9.3% |
| 3Y | -12.0% | -31.2% | +19.2% | -7.8% |
| 5Y | -15.3% | -42.3% | +27.0% | -10.2% |
| All | +7.6% | +33.9% | -26.3% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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