-55.6%
KHC vs CMI
+516.5%
-572.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.4% | +0.6% |
| 7D | -1.0% | -0.7% | -0.3% | -0.8% |
| 30D | +1.9% | -12.4% | +14.3% | +4.9% |
| 3M | +3.2% | -14.8% | +18.0% | +6.1% |
| 6M | +10.0% | +0.8% | +9.2% | +7.3% |
| YTD | +6.7% | +10.2% | -3.5% | +0.8% |
| 1Y | -0.9% | +37.4% | -38.3% | -12.7% |
| 3Y | -13.6% | +153.3% | -166.8% | -38.9% |
| 5Y | -12.8% | +167.6% | -180.4% | -40.9% |
| All | -55.6% | +516.5% | -572.1% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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