-44.1%
KHC vs JCI
+412.6%
-456.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.8% | -5.6% | -1.8% |
| 7D | -2.0% | -3.4% | +1.4% | -1.5% |
| 30D | +9.7% | -10.1% | +19.8% | +11.6% |
| 3M | -2.0% | -6.8% | +4.8% | -1.4% |
| 6M | +5.4% | +2.0% | +3.4% | +3.0% |
| YTD | +5.9% | +19.2% | -13.3% | -1.4% |
| 1Y | +7.5% | +16.7% | -9.3% | +0.5% |
| 3Y | -12.4% | +194.3% | -206.7% | -40.2% |
| 5Y | -15.8% | +103.0% | -118.9% | -36.1% |
| 10Y | -54.1% | +301.7% | -355.8% | -75.8% |
| All | -44.1% | +412.6% | -456.8% | -72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling