-3.1%
KHC vs JCI
+37.7%
-40.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -1.9% |
| 7D | -3.3% | +3.8% | -7.1% | -2.6% |
| 30D | -3.4% | -5.7% | +2.2% | -4.2% |
| 3M | +12.6% | -1.4% | +14.0% | +12.8% |
| 6M | +7.0% | +4.1% | +2.9% | +7.8% |
| YTD | +6.1% | +21.7% | -15.7% | +7.5% |
| 1Y | -3.1% | +36.1% | -39.2% | -1.3% |
| All | -3.1% | +37.7% | -40.8% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 1y: compounded portfolio wealth divided by compounded JCI 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…
1y analysis · Full analysis span regression · 6 months rolling