-13.5%
KHC vs EFV
+88.7%
-102.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | -4.8% | -0.5% | -4.3% | -4.6% |
| 30D | +0.3% | 0.0% | +0.3% | +0.3% |
| 3M | +6.7% | +8.4% | -1.7% | +3.3% |
| 6M | +4.2% | +12.3% | -8.2% | -0.8% |
| YTD | +6.7% | +17.4% | -10.7% | -0.5% |
| 1Y | -1.4% | +27.1% | -28.5% | -11.6% |
| All | -13.5% | +88.7% | -102.3% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling