-54.3%
KHC vs EL
+28.8%
-83.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.6% |
| 7D | -4.8% | -2.4% | -2.4% | -4.4% |
| 30D | +0.3% | +13.7% | -13.4% | -2.3% |
| 3M | +6.7% | +14.5% | -7.8% | +3.8% |
| 6M | +4.2% | +7.4% | -3.2% | +2.0% |
| YTD | +6.7% | -4.7% | +11.4% | +5.9% |
| 1Y | -1.4% | +12.9% | -14.3% | -5.7% |
| 3Y | -11.8% | -32.2% | +20.5% | -10.0% |
| 5Y | -13.4% | -68.4% | +55.0% | +4.3% |
| 10Y | -54.3% | +28.3% | -82.5% | -67.6% |
| All | -54.3% | +28.8% | -83.1% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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