-43.7%
KHC vs ED
+200.6%
-244.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -1.6% |
| 7D | +1.1% | +1.6% | -0.5% | +0.4% |
| 30D | +12.0% | +13.3% | -1.3% | +5.6% |
| 3M | +0.2% | +9.7% | -9.5% | -4.2% |
| 6M | +10.3% | +12.8% | -2.4% | +4.2% |
| YTD | +6.7% | +22.3% | -15.6% | -3.2% |
| 1Y | +10.9% | +26.3% | -15.4% | -1.2% |
| 3Y | -12.6% | +45.0% | -57.7% | -27.7% |
| 5Y | -16.3% | +80.2% | -96.5% | -38.2% |
| 10Y | -53.2% | +129.9% | -183.1% | -69.9% |
| All | -43.7% | +200.6% | -244.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling