-43.1%
KHC vs EFV
+145.8%
-188.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -1.8% | +1.5% | -3.3% | -2.6% |
| 30D | -1.9% | +1.7% | -3.6% | -2.8% |
| 3M | +14.4% | +8.6% | +5.8% | +9.0% |
| 6M | +8.7% | +11.7% | -3.0% | +1.7% |
| YTD | +7.8% | +19.3% | -11.5% | -3.1% |
| 1Y | -1.5% | +30.2% | -31.7% | -15.9% |
| 3Y | -9.9% | +91.6% | -101.4% | -39.1% |
| 5Y | -10.7% | +96.4% | -107.1% | -41.4% |
| 10Y | -55.7% | +166.5% | -222.2% | -77.0% |
| All | -43.1% | +145.8% | -188.9% | -68.8% |
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 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