-55.6%
KHC vs CNI
+138.2%
-193.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | -1.0% | -0.4% | -0.6% | -0.9% |
| 30D | +1.9% | -2.7% | +4.6% | +2.8% |
| 3M | +3.2% | +3.9% | -0.7% | +1.8% |
| 6M | +10.0% | +16.4% | -6.4% | +4.1% |
| YTD | +6.7% | +25.8% | -19.1% | -2.0% |
| 1Y | -0.9% | +32.4% | -33.3% | -10.8% |
| 3Y | -13.6% | +19.1% | -32.6% | -20.5% |
| 5Y | -12.8% | +13.6% | -26.4% | -20.6% |
| All | -55.6% | +138.2% | -193.8% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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