+6.5%
KHC vs ACI
+34.0%
-27.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.1% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | +8.8% | +9.5% | -0.7% | +7.1% |
| 3M | -1.2% | +10.1% | -11.3% | -3.0% |
| 6M | +4.6% | -15.4% | +20.0% | +6.8% |
| YTD | +5.1% | -19.5% | +24.7% | +8.1% |
| 1Y | +6.2% | -21.0% | +27.2% | +9.5% |
| 3Y | -12.9% | -31.2% | +18.3% | -8.7% |
| 5Y | -16.8% | -40.6% | +23.8% | -12.0% |
| All | +6.5% | +34.0% | -27.4% | -0.9% |
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