+716.7%
ETN vs KHC
-41.4%
+758.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | +8.0% | -2.2% | +10.3% | +8.6% |
| 30D | -5.9% | -0.1% | -5.8% | -6.1% |
| 3M | +5.0% | +8.3% | -3.4% | +1.5% |
| 6M | +22.4% | +5.0% | +17.4% | +19.0% |
| YTD | +33.6% | +8.0% | +25.6% | +28.5% |
| 1Y | +22.1% | -1.1% | +23.2% | +20.3% |
| 3Y | +85.6% | -10.7% | +96.3% | +84.0% |
| 5Y | +179.2% | -13.5% | +192.8% | +176.0% |
| 10Y | +687.3% | -55.4% | +742.7% | +719.9% |
| All | +716.7% | -41.4% | +758.1% | +637.5% |
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 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