-52.4%
KHC vs CCI
+59.7%
-112.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -1.3% |
| 7D | -1.1% | +3.2% | -4.3% | -2.2% |
| 30D | +8.8% | +12.2% | -3.3% | +4.6% |
| 3M | -1.2% | +23.1% | -24.4% | -8.4% |
| 6M | +4.6% | +1.3% | +3.4% | +3.2% |
| YTD | +5.1% | +4.5% | +0.7% | +1.9% |
| 1Y | +6.2% | +2.3% | +3.9% | +3.7% |
| 3Y | -12.9% | +9.8% | -22.7% | -18.5% |
| 5Y | -16.8% | -36.5% | +19.7% | -6.2% |
| 10Y | -52.4% | +64.7% | -117.1% | -62.1% |
| All | -52.4% | +59.7% | -112.2% | -62.1% |
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