-1.1%
KHC vs ED
+14.2%
-15.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -2.2% | +0.5% | -2.7% | -2.4% |
| 30D | -0.1% | +1.1% | -1.2% | -0.6% |
| 3M | +8.3% | +4.6% | +3.7% | +6.9% |
| 6M | +5.0% | -2.0% | +6.9% | +5.8% |
| YTD | +8.0% | +11.7% | -3.7% | +4.3% |
| 1Y | -1.1% | +15.7% | -16.8% | -5.3% |
| All | -1.1% | +14.2% | -15.3% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling