-43.1%
KHC vs ICE
+312.0%
-355.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | 0.0% |
| 7D | -1.8% | -0.7% | -1.1% | -1.6% |
| 30D | -1.9% | +7.6% | -9.5% | -4.4% |
| 3M | +14.4% | +13.9% | +0.5% | +9.0% |
| 6M | +8.7% | -2.4% | +11.1% | +9.1% |
| YTD | +7.8% | +0.3% | +7.5% | +6.6% |
| 1Y | -1.5% | -6.4% | +4.9% | -0.2% |
| 3Y | -9.9% | +43.1% | -53.0% | -22.6% |
| 5Y | -10.7% | +42.1% | -52.8% | -24.8% |
| 10Y | -55.7% | +220.9% | -276.6% | -73.4% |
| All | -43.1% | +312.0% | -355.1% | -70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling