+10.3%
KHC vs CI
+7.4%
+3.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -1.8% |
| 7D | +1.1% | -1.6% | +2.7% | +1.7% |
| 30D | +12.0% | +5.4% | +6.6% | +11.0% |
| 3M | +0.2% | +7.3% | -7.1% | -1.3% |
| 6M | +10.3% | +5.3% | +5.0% | +9.1% |
| All | +10.3% | +7.4% | +3.0% | +9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling