-54.1%
KHC vs CI
+158.0%
-212.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | -2.0% | +0.1% | -2.2% | -2.1% |
| 30D | +9.7% | +4.7% | +5.0% | +8.4% |
| 3M | -2.0% | +5.2% | -7.2% | -3.4% |
| 6M | +5.4% | +3.8% | +1.6% | +4.1% |
| YTD | +5.9% | +9.2% | -3.3% | +2.7% |
| 1Y | +7.5% | +14.3% | -6.8% | +2.8% |
| 3Y | -12.4% | +8.4% | -20.9% | -17.3% |
| 5Y | -15.8% | +50.0% | -65.9% | -29.5% |
| 10Y | -54.1% | +142.2% | -196.3% | -65.1% |
| All | -54.1% | +158.0% | -212.1% | -65.1% |
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