+7.0%
KHC vs CI
+15.8%
-8.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | -2.0% | +0.1% | -2.2% | -2.0% |
| 30D | +9.7% | +4.7% | +5.0% | +9.0% |
| 3M | -2.0% | +5.2% | -7.2% | -2.7% |
| 6M | +5.4% | +3.8% | +1.6% | +4.7% |
| YTD | +5.9% | +9.2% | -3.3% | +4.8% |
| All | +7.0% | +15.8% | -8.8% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling