-52.3%
KHC vs EAT
+333.9%
-386.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.7% | -0.1% |
| 7D | -4.6% | -8.9% | +4.3% | -4.1% |
| 30D | +8.1% | +3.4% | +4.7% | +7.8% |
| 3M | 0.0% | -9.3% | +9.4% | +0.4% |
| 6M | +7.9% | +43.8% | -35.8% | +5.1% |
| YTD | +5.3% | +39.9% | -34.6% | +2.3% |
| 1Y | +5.1% | +89.7% | -84.6% | 0.0% |
| 3Y | -12.8% | +491.3% | -504.0% | -24.7% |
| 5Y | -16.2% | +365.4% | -381.6% | -27.7% |
| 10Y | -52.3% | +325.9% | -378.1% | -61.1% |
| All | -52.3% | +333.9% | -386.2% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling