+129.7%
EFA vs KHC
-41.0%
+170.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.4% |
| 7D | +2.2% | +2.0% | +0.2% | +1.8% |
| 30D | +1.4% | +10.6% | -9.2% | -1.1% |
| 3M | -4.2% | +0.5% | -4.7% | -4.5% |
| 6M | +1.9% | +12.1% | -10.1% | -1.5% |
| YTD | +10.2% | +8.9% | +1.3% | +6.9% |
| 1Y | +12.8% | +7.5% | +5.3% | +9.7% |
| 3Y | +65.2% | -10.7% | +75.9% | +66.2% |
| 5Y | +49.8% | -13.2% | +63.0% | +49.9% |
| 10Y | +145.2% | -50.6% | +195.8% | +159.4% |
| All | +129.7% | -41.0% | +170.6% | +123.3% |
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