-43.1%
KHC vs JCI
+423.7%
-466.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.1% |
| 7D | -1.8% | +3.8% | -5.6% | -2.7% |
| 30D | -1.9% | -5.7% | +3.8% | -0.6% |
| 3M | +14.4% | -1.4% | +15.8% | +14.0% |
| 6M | +8.7% | +4.1% | +4.6% | +6.3% |
| YTD | +7.8% | +21.7% | -14.0% | +0.7% |
| 1Y | -1.5% | +36.1% | -37.7% | -11.1% |
| 3Y | -9.9% | +154.4% | -164.3% | -34.8% |
| 5Y | -10.7% | +112.0% | -122.8% | -32.8% |
| 10Y | -55.7% | +322.2% | -377.9% | -76.8% |
| All | -43.1% | +423.7% | -466.8% | -72.0% |
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