-43.1%
KHC vs CCI
+48.6%
-91.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | 0.0% |
| 7D | -1.8% | -0.4% | -1.4% | -1.7% |
| 30D | -1.9% | +2.7% | -4.6% | -2.9% |
| 3M | +14.4% | -18.2% | +32.6% | +22.5% |
| 6M | +8.7% | -14.8% | +23.5% | +14.4% |
| YTD | +7.8% | -12.6% | +20.4% | +11.8% |
| 1Y | -1.5% | -16.7% | +15.2% | +3.8% |
| 3Y | -9.9% | -10.5% | +0.7% | -9.4% |
| 5Y | -10.7% | -51.4% | +40.7% | +12.9% |
| 10Y | -55.7% | +20.0% | -75.7% | -64.5% |
| All | -43.1% | +48.6% | -91.7% | -60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling