-55.8%
KHC vs CI
+146.1%
-201.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | -1.8% | +1.3% | -3.1% | -2.1% |
| 30D | -1.9% | +4.4% | -6.3% | -3.1% |
| 3M | +14.4% | +0.7% | +13.7% | +14.0% |
| 6M | +8.7% | +0.3% | +8.4% | +8.2% |
| YTD | +7.8% | +3.8% | +4.0% | +6.0% |
| 1Y | -1.5% | -5.5% | +4.0% | -1.4% |
| 3Y | -9.9% | +8.1% | -18.0% | -14.9% |
| 5Y | -10.7% | +42.8% | -53.5% | -24.0% |
| All | -55.8% | +146.1% | -201.9% | -64.7% |
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