+9.2%
KHC vs ACI
+25.9%
-16.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.8% | +0.2% | -1.9% | -1.8% |
| 30D | -1.9% | +5.9% | -7.8% | -2.9% |
| 3M | +14.4% | -19.8% | +34.2% | +18.0% |
| 6M | +8.7% | -24.7% | +33.5% | +13.3% |
| YTD | +7.8% | -24.4% | +32.2% | +12.1% |
| 1Y | -1.5% | -31.5% | +30.0% | +3.9% |
| 3Y | -9.9% | -38.7% | +28.8% | -3.7% |
| 5Y | -10.7% | -42.8% | +32.1% | -4.9% |
| All | +9.2% | +25.9% | -16.7% | +2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling