-54.3%
KHC vs CCI
+17.8%
-72.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.8% |
| 7D | -4.8% | -0.3% | -4.5% | -4.7% |
| 30D | +0.3% | +2.1% | -1.8% | -0.4% |
| 3M | +6.7% | -17.8% | +24.6% | +13.8% |
| 6M | +4.2% | -14.2% | +18.3% | +9.1% |
| YTD | +6.7% | -13.3% | +20.1% | +10.9% |
| 1Y | -1.4% | -16.6% | +15.2% | +3.6% |
| 3Y | -11.8% | -10.8% | -0.9% | -11.2% |
| 5Y | -13.4% | -50.3% | +37.0% | +7.3% |
| 10Y | -54.3% | +22.5% | -76.8% | -60.5% |
| All | -54.3% | +17.8% | -72.1% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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