-13.5%
KHC vs CCI
-50.2%
+36.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -2.2% | +0.2% | -2.4% | -2.3% |
| 30D | -0.1% | +0.5% | -0.6% | -0.2% |
| 3M | +8.3% | -16.3% | +24.6% | +13.0% |
| 6M | +5.0% | -13.9% | +18.9% | +8.5% |
| YTD | +8.0% | -12.4% | +20.4% | +10.8% |
| 1Y | -1.1% | -15.2% | +14.1% | +2.2% |
| 3Y | -10.7% | -9.9% | -0.8% | -9.8% |
| 5Y | -13.5% | -50.8% | +37.3% | +2.4% |
| All | -13.5% | -50.2% | +36.7% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling