-55.6%
KHC vs EFV
+169.9%
-225.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.3% |
| 7D | -1.0% | -0.8% | -0.2% | -0.6% |
| 30D | +1.9% | +0.6% | +1.3% | +1.5% |
| 3M | +3.2% | +7.5% | -4.3% | -1.1% |
| 6M | +10.0% | +13.0% | -3.1% | +2.1% |
| YTD | +6.7% | +18.3% | -11.6% | -3.7% |
| 1Y | -0.9% | +26.7% | -27.6% | -14.2% |
| 3Y | -13.6% | +89.6% | -103.1% | -41.6% |
| 5Y | -12.8% | +98.2% | -111.1% | -43.4% |
| All | -55.6% | +169.9% | -225.5% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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