+3.9%
KHC vs CAI
-9.9%
+13.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.4% | +0.8% |
| 7D | -1.0% | -2.9% | +1.9% | -1.0% |
| 30D | +1.9% | +9.3% | -7.5% | +1.6% |
| 3M | +3.2% | +35.2% | -32.0% | +2.8% |
| 6M | +10.0% | +30.7% | -20.8% | +9.1% |
| YTD | +6.7% | -9.8% | +16.5% | +8.2% |
| 1Y | -0.9% | -28.9% | +28.0% | +2.8% |
| All | +3.9% | -9.9% | +13.7% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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