-43.0%
KHC vs CNI
+160.3%
-203.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.2% | +2.5% | -4.7% | -3.1% |
| 30D | -0.1% | -2.5% | +2.4% | +0.7% |
| 3M | +8.3% | +2.7% | +5.6% | +7.2% |
| 6M | +5.0% | +16.9% | -12.0% | -0.9% |
| YTD | +8.0% | +26.3% | -18.3% | -1.1% |
| 1Y | -1.1% | +31.1% | -32.2% | -10.8% |
| 3Y | -10.7% | +21.1% | -31.8% | -18.5% |
| 5Y | -13.5% | +11.0% | -24.5% | -20.3% |
| 10Y | -55.4% | +128.1% | -183.5% | -71.5% |
| All | -43.0% | +160.3% | -203.3% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling