-13.4%
KHC vs EFV
+95.4%
-108.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 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% | +3.8% |
| 6M | +4.2% | +12.3% | -8.2% | -0.1% |
| YTD | +6.7% | +17.4% | -10.7% | +0.6% |
| 1Y | -1.4% | +27.1% | -28.5% | -9.8% |
| 3Y | -11.8% | +90.7% | -102.5% | -29.6% |
| 5Y | -13.4% | +95.6% | -109.0% | -31.0% |
| All | -13.4% | +95.4% | -108.8% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling