-44.1%
KHC vs ICE
+346.1%
-390.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.1% |
| 7D | -2.0% | +1.0% | -3.1% | -2.4% |
| 30D | +9.7% | +11.4% | -1.8% | +5.7% |
| 3M | -2.0% | +16.2% | -18.2% | -7.1% |
| 6M | +5.4% | +12.5% | -7.0% | +0.9% |
| YTD | +5.9% | +8.6% | -2.6% | +1.9% |
| 1Y | +7.5% | +18.4% | -10.9% | +0.2% |
| 3Y | -12.4% | +66.4% | -78.8% | -28.7% |
| 5Y | -15.8% | +37.2% | -53.0% | -27.3% |
| 10Y | -54.1% | +244.8% | -298.9% | -73.1% |
| All | -44.1% | +346.1% | -390.2% | -71.6% |
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 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