+63.2%
EFA vs KHC
-12.8%
+76.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -2.4% | -2.5% | +0.2% | -2.1% |
| 30D | -2.2% | +0.5% | -2.8% | -2.4% |
| 3M | +5.7% | +3.0% | +2.6% | +5.0% |
| 6M | +8.2% | +6.6% | +1.5% | +7.0% |
| YTD | +11.8% | +5.8% | +6.0% | +10.5% |
| 1Y | +18.3% | -2.2% | +20.5% | +18.4% |
| All | +63.2% | -12.8% | +76.1% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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