-1.4%
KHC vs CCJ
+29.0%
-30.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -1.3% |
| 7D | -4.8% | +4.2% | -9.0% | -4.4% |
| 30D | +0.3% | +3.2% | -2.9% | +0.7% |
| 3M | +6.7% | -1.8% | +8.5% | +6.9% |
| 6M | +4.2% | -13.5% | +17.7% | +3.7% |
| YTD | +6.7% | +9.7% | -3.0% | +7.6% |
| 1Y | -1.4% | +30.0% | -31.4% | +2.0% |
| All | -1.4% | +29.0% | -30.5% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling