+138.9%
EFA vs KHC
-41.6%
+180.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +0.6% | -1.8% | +2.3% | +1.0% |
| 30D | +0.9% | -1.9% | +2.7% | +1.2% |
| 3M | +4.9% | +14.4% | -9.5% | +1.1% |
| 6M | +8.6% | +8.7% | -0.2% | +5.7% |
| YTD | +14.6% | +7.8% | +6.8% | +11.6% |
| 1Y | +22.6% | -1.5% | +24.1% | +21.9% |
| 3Y | +66.5% | -9.9% | +76.4% | +67.1% |
| 5Y | +54.5% | -10.7% | +65.3% | +53.4% |
| 10Y | +144.8% | -55.7% | +200.5% | +171.1% |
| All | +138.9% | -41.6% | +180.5% | +133.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling