-51.2%
KHC vs EFX
+79.2%
-130.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.0% |
| 7D | -3.3% | -3.6% | +0.3% | -2.6% |
| 30D | +9.1% | +25.3% | -16.1% | +4.4% |
| 3M | +1.4% | +3.8% | -2.4% | +0.4% |
| 6M | +8.4% | +12.7% | -4.4% | +5.4% |
| YTD | +6.2% | -13.1% | +19.3% | +7.7% |
| 1Y | +5.7% | -9.3% | +15.0% | +6.3% |
| 3Y | -12.0% | +3.5% | -15.6% | -15.5% |
| 5Y | -15.3% | -30.6% | +15.3% | -13.0% |
| All | -51.2% | +79.2% | -130.4% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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