-53.7%
KHC vs CCJ
+1,097.2%
-1,150.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.2% |
| 7D | -2.2% | +5.9% | -8.1% | -2.4% |
| 30D | -0.1% | +4.7% | -4.8% | -0.3% |
| 3M | +8.3% | -3.3% | +11.6% | +8.4% |
| 6M | +5.0% | -7.0% | +12.0% | +4.9% |
| YTD | +8.0% | +11.5% | -3.5% | +6.7% |
| 1Y | -1.1% | +32.3% | -33.4% | -3.5% |
| 3Y | -10.7% | +176.8% | -187.6% | -18.6% |
| 5Y | -13.5% | +351.8% | -365.3% | -26.4% |
| All | -53.7% | +1,097.2% | -1,150.9% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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