-54.3%
KHC vs JCI
+323.6%
-377.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -4.8% | +4.1% | -8.9% | -5.7% |
| 30D | +0.3% | -3.8% | +4.1% | +1.1% |
| 3M | +6.7% | -1.6% | +8.4% | +6.5% |
| 6M | +4.2% | +9.5% | -5.4% | +0.6% |
| YTD | +6.7% | +21.7% | -15.0% | 0.0% |
| 1Y | -1.4% | +37.1% | -38.5% | -10.9% |
| 3Y | -11.8% | +165.2% | -176.9% | -36.5% |
| 5Y | -13.4% | +110.3% | -123.6% | -33.9% |
| 10Y | -54.3% | +341.0% | -395.3% | -77.0% |
| All | -54.3% | +323.6% | -377.8% | -77.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling