-55.4%
KHC vs ED
+104.2%
-159.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -2.2% | +0.5% | -2.7% | -2.5% |
| 30D | -0.1% | +1.1% | -1.2% | -0.7% |
| 3M | +8.3% | +4.6% | +3.7% | +5.9% |
| 6M | +5.0% | -2.0% | +6.9% | +5.8% |
| YTD | +8.0% | +11.7% | -3.7% | +2.1% |
| 1Y | -1.1% | +15.7% | -16.8% | -8.3% |
| 3Y | -10.7% | +34.4% | -45.1% | -23.7% |
| 5Y | -13.5% | +67.3% | -80.8% | -34.3% |
| 10Y | -55.4% | +104.0% | -159.4% | -69.9% |
| All | -55.4% | +104.2% | -159.6% | -69.9% |
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