-10.7%
KHC vs EL
-30.9%
+20.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.5% |
| 7D | -2.2% | +1.7% | -3.9% | -2.4% |
| 30D | -0.1% | +15.5% | -15.6% | -2.0% |
| 3M | +8.3% | +20.6% | -12.2% | +5.6% |
| 6M | +5.0% | +10.5% | -5.5% | +3.1% |
| YTD | +8.0% | -1.9% | +9.9% | +6.8% |
| 1Y | -1.1% | +16.1% | -17.2% | -4.5% |
| 3Y | -10.7% | -30.2% | +19.5% | -17.1% |
| All | -10.7% | -30.9% | +20.2% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling