-12.4%
KHC vs CCJ
+85.2%
-97.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -0.3% |
| 7D | -2.0% | +2.7% | -4.8% | -1.8% |
| 30D | +9.7% | -14.4% | +24.1% | +8.6% |
| 3M | -2.0% | -22.6% | +20.6% | -3.6% |
| 6M | +5.4% | -35.4% | +40.9% | +3.0% |
| YTD | +5.9% | -17.6% | +23.5% | +4.9% |
| 1Y | +7.5% | -18.1% | +25.6% | +6.5% |
| 3Y | -12.4% | +79.6% | -92.0% | -9.6% |
| All | -12.4% | +85.2% | -97.6% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling