-52.4%
KHC vs JCI
+298.2%
-350.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | -1.1% | -5.9% | +4.7% | -0.1% |
| 30D | +8.8% | -10.4% | +19.2% | +10.7% |
| 3M | -1.2% | -6.1% | +4.9% | -0.8% |
| 6M | +4.6% | +1.7% | +2.9% | +2.4% |
| YTD | +5.1% | +18.9% | -13.7% | -1.8% |
| 1Y | +6.2% | +16.1% | -9.9% | -0.2% |
| 3Y | -12.9% | +187.8% | -200.7% | -39.7% |
| 5Y | -16.8% | +103.2% | -120.0% | -36.3% |
| 10Y | -52.4% | +288.2% | -340.6% | -75.4% |
| All | -52.4% | +298.2% | -350.7% | -75.4% |
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