-54.3%
KHC vs ICE
+215.5%
-269.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -4.8% | -0.9% | -3.9% | -4.6% |
| 30D | +0.3% | +4.0% | -3.7% | -1.1% |
| 3M | +6.7% | +11.0% | -4.2% | +2.8% |
| 6M | +4.2% | -5.0% | +9.1% | +5.5% |
| YTD | +6.7% | -2.7% | +9.4% | +6.7% |
| 1Y | -1.4% | -8.6% | +7.2% | +0.6% |
| 3Y | -11.8% | +41.4% | -53.1% | -23.8% |
| 5Y | -13.4% | +39.9% | -53.2% | -26.5% |
| 10Y | -54.3% | +214.9% | -269.2% | -68.6% |
| All | -54.3% | +215.5% | -269.8% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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