-10.1%
KHC vs JCI
+165.5%
-175.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.6% |
| 7D | -1.8% | +3.8% | -5.6% | -1.7% |
| 30D | -1.9% | -5.7% | +3.8% | -1.9% |
| 3M | +14.4% | -1.4% | +15.8% | +14.4% |
| 6M | +8.7% | +4.1% | +4.6% | +8.5% |
| YTD | +7.8% | +21.7% | -14.0% | +6.7% |
| 1Y | -1.5% | +36.1% | -37.7% | -3.2% |
| All | -10.1% | +165.5% | -175.7% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling