-13.5%
KHC vs ICE
+42.0%
-55.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.6% |
| 7D | -2.2% | -1.2% | -1.1% | -2.0% |
| 30D | -0.1% | +5.0% | -5.0% | -1.1% |
| 3M | +8.3% | +13.9% | -5.5% | +5.4% |
| 6M | +5.0% | -4.4% | +9.4% | +5.5% |
| YTD | +8.0% | -1.9% | +9.9% | +7.6% |
| 1Y | -1.1% | -8.1% | +7.0% | -0.2% |
| 3Y | -10.7% | +42.5% | -53.2% | -16.9% |
| 5Y | -13.5% | +40.6% | -54.2% | -22.3% |
| All | -13.5% | +42.0% | -55.5% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling