-13.5%
KHC vs JCI
+119.7%
-133.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.2% |
| 7D | -2.2% | +5.1% | -7.3% | -2.4% |
| 30D | -0.1% | -3.8% | +3.8% | +0.1% |
| 3M | +8.3% | +1.9% | +6.5% | +8.1% |
| 6M | +5.0% | +11.2% | -6.2% | +3.8% |
| YTD | +8.0% | +22.9% | -15.0% | +5.8% |
| 1Y | -1.1% | +37.4% | -38.5% | -4.2% |
| 3Y | -10.7% | +167.8% | -178.5% | -20.8% |
| 5Y | -13.5% | +115.0% | -128.6% | -21.8% |
| All | -13.5% | +119.7% | -133.2% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling