-12.3%
KHC vs EFX
-35.1%
+22.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.6% |
| 7D | -2.2% | -7.8% | +5.6% | -1.2% |
| 30D | -0.1% | -5.7% | +5.6% | +0.7% |
| 3M | +8.3% | +2.5% | +5.8% | +8.0% |
| 6M | +5.0% | -16.7% | +21.6% | +6.8% |
| YTD | +8.0% | -20.2% | +28.2% | +10.2% |
| 1Y | -1.1% | -31.4% | +30.3% | +2.5% |
| 3Y | -10.7% | -10.5% | -0.2% | -10.1% |
| All | -12.3% | -35.1% | +22.8% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling