-43.1%
KHC vs ED
+172.0%
-215.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | 0.0% |
| 7D | -1.8% | -0.2% | -1.6% | -1.7% |
| 30D | -1.9% | -0.1% | -1.7% | -1.9% |
| 3M | +14.4% | +3.9% | +10.5% | +12.2% |
| 6M | +8.7% | -3.0% | +11.8% | +10.1% |
| YTD | +7.8% | +10.7% | -2.9% | +2.4% |
| 1Y | -1.5% | +13.3% | -14.9% | -7.7% |
| 3Y | -9.9% | +34.5% | -44.4% | -22.8% |
| 5Y | -10.7% | +67.1% | -77.9% | -31.8% |
| 10Y | -55.7% | +103.0% | -158.7% | -69.8% |
| All | -43.1% | +172.0% | -215.2% | -68.2% |
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