-49.9%
KHC vs ED
+147.1%
-197.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +1.9% |
| 7D | +2.0% | +2.1% | 0.0% | +1.0% |
| 30D | +10.6% | +10.4% | +0.2% | +5.6% |
| 3M | +0.5% | +12.5% | -12.0% | -5.0% |
| 6M | +12.1% | +14.9% | -2.9% | +4.8% |
| YTD | +8.9% | +24.8% | -15.9% | -2.3% |
| 1Y | +7.5% | +23.8% | -16.3% | -3.3% |
| 3Y | -10.7% | +51.6% | -62.4% | -27.7% |
| 5Y | -13.2% | +86.4% | -99.6% | -37.1% |
| All | -49.9% | +147.1% | -197.0% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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