-10.7%
KHC vs ECL
+79.8%
-90.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.0% |
| 7D | +2.0% | +2.9% | -0.8% | +1.1% |
| 30D | +10.6% | +7.5% | +3.1% | +8.1% |
| 3M | +0.5% | +12.2% | -11.7% | -3.2% |
| 6M | +12.1% | +24.6% | -12.5% | +4.6% |
| YTD | +8.9% | +18.8% | -9.9% | +2.5% |
| 1Y | +7.5% | +19.3% | -11.9% | +1.0% |
| 3Y | -10.7% | +78.2% | -88.9% | -23.5% |
| All | -10.7% | +79.8% | -90.5% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling