-43.7%
KHC vs ECL
+204.6%
-248.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.2% |
| 7D | +1.1% | -0.8% | +1.9% | +1.4% |
| 30D | +12.0% | +8.1% | +3.8% | +8.8% |
| 3M | +0.2% | +6.4% | -6.2% | -2.1% |
| 6M | +10.3% | +14.8% | -4.4% | +4.7% |
| YTD | +6.7% | +15.5% | -8.7% | +0.6% |
| 1Y | +10.9% | +20.1% | -9.3% | +2.9% |
| 3Y | -12.6% | +77.8% | -90.4% | -30.8% |
| 5Y | -16.3% | +37.9% | -54.2% | -27.6% |
| 10Y | -53.2% | +202.7% | -255.9% | -74.1% |
| All | -43.7% | +204.6% | -248.3% | -69.1% |
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