-51.2%
KHC vs EFV
+162.4%
-213.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -3.3% | +0.7% | -4.0% | -3.7% |
| 30D | +9.1% | +2.0% | +7.1% | +7.9% |
| 3M | +1.4% | -1.6% | +3.0% | +2.3% |
| 6M | +8.4% | +5.8% | +2.6% | +4.7% |
| YTD | +6.2% | +15.6% | -9.5% | -3.0% |
| 1Y | +5.7% | +19.0% | -13.3% | -5.1% |
| 3Y | -12.0% | +90.7% | -102.7% | -40.8% |
| 5Y | -15.3% | +92.8% | -108.1% | -44.1% |
| All | -51.2% | +162.4% | -213.5% | -73.4% |
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