-14.8%
KHC vs ACI
-43.3%
+28.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -2.1% |
| 7D | +1.1% | -2.2% | +3.3% | +1.6% |
| 30D | +12.0% | +10.3% | +1.7% | +9.8% |
| 3M | +0.2% | +7.2% | -7.0% | -1.3% |
| 6M | +10.3% | -18.0% | +28.3% | +13.7% |
| YTD | +6.7% | -22.0% | +28.7% | +11.0% |
| 1Y | +10.9% | -23.4% | +34.2% | +15.7% |
| 3Y | -12.6% | -35.8% | +23.2% | -6.3% |
| All | -14.8% | -43.3% | +28.5% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling