-52.4%
KHC vs EL
+60.9%
-113.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.8% |
| 7D | -1.1% | +7.6% | -8.8% | -2.5% |
| 30D | +8.8% | +15.7% | -6.8% | +6.0% |
| 3M | -1.2% | +30.5% | -31.8% | -6.2% |
| 6M | +4.6% | +32.5% | -27.9% | -1.1% |
| YTD | +5.1% | +9.4% | -4.3% | +1.6% |
| 1Y | +6.2% | +28.4% | -22.1% | -0.5% |
| 3Y | -12.9% | +4.4% | -17.3% | -18.3% |
| 5Y | -16.8% | -64.5% | +47.7% | -1.7% |
| 10Y | -52.4% | +64.9% | -117.3% | -67.2% |
| All | -52.4% | +60.9% | -113.3% | -67.2% |
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