+175.7%
ETN vs KHC
-14.0%
+189.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.5% |
| 7D | +3.0% | -2.5% | +5.5% | +3.0% |
| 30D | -10.9% | +0.5% | -11.4% | -10.9% |
| 3M | +9.2% | +3.0% | +6.2% | +8.8% |
| 6M | +13.9% | +6.6% | +7.3% | +13.1% |
| YTD | +29.5% | +5.8% | +23.7% | +28.6% |
| 1Y | +14.2% | -2.2% | +16.4% | +14.3% |
| 3Y | +79.9% | -12.5% | +92.4% | +79.3% |
| 5Y | +175.7% | -13.6% | +189.3% | +173.1% |
| All | +175.7% | -14.0% | +189.6% | +173.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling