-43.1%
KHC vs EFX
+102.6%
-145.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.7% | +0.7% |
| 7D | -1.8% | -8.6% | +6.9% | +0.1% |
| 30D | -1.9% | +0.1% | -2.0% | -2.0% |
| 3M | +14.4% | +3.8% | +10.6% | +13.2% |
| 6M | +8.7% | -13.5% | +22.2% | +11.5% |
| YTD | +7.8% | -17.7% | +25.4% | +11.1% |
| 1Y | -1.5% | -25.6% | +24.1% | +3.5% |
| 3Y | -9.9% | -12.1% | +2.2% | -10.8% |
| 5Y | -10.7% | -33.8% | +23.1% | -7.2% |
| 10Y | -55.7% | +45.1% | -100.9% | -65.8% |
| All | -43.1% | +102.6% | -145.7% | -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 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