+6.0%
KHC vs CAI
-14.7%
+20.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.8% | +6.4% | +2.6% |
| 7D | +2.0% | -8.7% | +10.7% | +2.1% |
| 30D | +10.6% | -23.8% | +34.5% | +10.7% |
| 3M | +0.5% | +3.9% | -3.4% | 0.0% |
| 6M | +12.1% | +56.8% | -44.8% | +10.7% |
| YTD | +8.9% | -14.6% | +23.5% | +10.1% |
| 1Y | +7.5% | -5.2% | +12.7% | +7.5% |
| All | +6.0% | -14.7% | +20.7% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling