-43.1%
KHC vs ECL
+182.2%
-225.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.8% | -2.6% | +0.8% | -0.8% |
| 30D | -1.9% | -2.2% | +0.3% | -1.1% |
| 3M | +14.4% | +10.1% | +4.3% | +10.3% |
| 6M | +8.7% | -5.7% | +14.5% | +10.7% |
| YTD | +7.8% | +7.0% | +0.8% | +4.5% |
| 1Y | -1.5% | +2.7% | -4.2% | -3.2% |
| 3Y | -9.9% | +57.7% | -67.6% | -25.4% |
| 5Y | -10.7% | +31.1% | -41.9% | -21.7% |
| 10Y | -55.7% | +150.9% | -206.6% | -73.2% |
| All | -43.1% | +182.2% | -225.3% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling