-10.3%
KHC vs EL
-67.1%
+56.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.0% |
| 7D | -1.8% | +0.8% | -2.6% | -1.9% |
| 30D | -1.9% | +19.8% | -21.7% | -3.9% |
| 3M | +14.4% | +25.7% | -11.3% | +11.4% |
| 6M | +8.7% | +5.4% | +3.3% | +7.4% |
| YTD | +7.8% | +0.2% | +7.6% | +6.6% |
| 1Y | -1.5% | +20.4% | -22.0% | -4.7% |
| 3Y | -9.9% | -32.1% | +22.3% | -10.9% |
| All | -10.3% | -67.1% | +56.8% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling