-44.5%
KHC vs EFX
+115.4%
-159.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | +8.8% | +29.1% | -20.3% | +2.9% |
| 3M | -1.2% | +4.3% | -5.5% | -2.4% |
| 6M | +4.6% | +7.7% | -3.1% | +2.4% |
| YTD | +5.1% | -12.5% | +17.6% | +6.7% |
| 1Y | +6.2% | -8.8% | +15.1% | +6.8% |
| 3Y | -12.9% | +4.3% | -17.2% | -17.1% |
| 5Y | -16.8% | -29.4% | +12.6% | -14.7% |
| 10Y | -52.4% | +78.1% | -130.6% | -66.6% |
| All | -44.5% | +115.4% | -159.9% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling