+5.1%
KHC vs CAI
-8.1%
+13.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | -2.2% | +0.2% | -2.4% | -2.2% |
| 30D | -0.1% | +9.1% | -9.2% | -0.3% |
| 3M | +8.3% | +53.8% | -45.4% | +7.6% |
| 6M | +5.0% | +33.5% | -28.6% | +4.1% |
| YTD | +8.0% | -8.0% | +16.0% | +9.5% |
| 1Y | -1.1% | -28.7% | +27.6% | +2.8% |
| All | +5.1% | -8.1% | +13.2% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling