-55.4%
KHC vs ECL
+153.2%
-208.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -2.2% | -0.8% | -1.4% | -1.9% |
| 30D | -0.1% | -2.5% | +2.4% | +0.8% |
| 3M | +8.3% | +8.3% | 0.0% | +5.2% |
| 6M | +5.0% | -1.1% | +6.0% | +5.1% |
| YTD | +8.0% | +6.5% | +1.5% | +5.0% |
| 1Y | -1.1% | +2.1% | -3.2% | -2.5% |
| 3Y | -10.7% | +57.6% | -68.3% | -25.6% |
| 5Y | -13.5% | +28.1% | -41.6% | -22.7% |
| 10Y | -55.4% | +153.2% | -208.6% | -72.3% |
| All | -55.4% | +153.2% | -208.6% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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