-42.5%
KHC vs EFV
+139.2%
-181.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.4% |
| 7D | +2.0% | +2.5% | -0.5% | +0.6% |
| 30D | +10.6% | +2.9% | +7.7% | +8.8% |
| 3M | +0.5% | -1.4% | +1.9% | +1.3% |
| 6M | +12.1% | +5.5% | +6.5% | +8.4% |
| YTD | +8.9% | +16.1% | -7.2% | -0.6% |
| 1Y | +7.5% | +20.3% | -12.8% | -4.0% |
| 3Y | -10.7% | +90.4% | -101.2% | -39.5% |
| 5Y | -13.2% | +93.5% | -106.7% | -42.5% |
| 10Y | -50.6% | +161.5% | -212.1% | -74.1% |
| All | -42.5% | +139.2% | -181.7% | -68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling