+7.5%
KHC vs JCI
+14.5%
-7.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.8% | +2.0% |
| 7D | +2.0% | +3.2% | -1.2% | +2.9% |
| 30D | +10.6% | -8.6% | +19.2% | +8.7% |
| 3M | +0.5% | -7.7% | +8.3% | -0.9% |
| 6M | +12.1% | -2.6% | +14.6% | +11.8% |
| YTD | +8.9% | +17.4% | -8.5% | +9.1% |
| 1Y | +7.5% | +16.9% | -9.4% | +7.7% |
| All | +7.5% | +14.5% | -7.0% | +7.7% |
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