-51.2%
KHC vs CI
+145.6%
-196.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.3% |
| 7D | -3.3% | -1.7% | -1.6% | -2.9% |
| 30D | +9.1% | +4.9% | +4.3% | +7.8% |
| 3M | +1.4% | +7.4% | -6.0% | -0.6% |
| 6M | +8.4% | +0.4% | +8.0% | +7.9% |
| YTD | +6.2% | +9.5% | -3.3% | +2.9% |
| 1Y | +5.7% | +12.0% | -6.3% | +1.7% |
| 3Y | -12.0% | +7.1% | -19.1% | -16.6% |
| 5Y | -15.3% | +49.3% | -64.7% | -29.0% |
| All | -51.2% | +145.6% | -196.8% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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