-44.1%
KHC vs EL
+50.5%
-94.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.3% |
| 7D | -2.0% | +8.0% | -10.1% | -3.5% |
| 30D | +9.7% | +15.4% | -5.8% | +6.6% |
| 3M | -2.0% | +28.5% | -30.5% | -7.1% |
| 6M | +5.4% | +32.2% | -26.8% | -0.8% |
| YTD | +5.9% | +9.2% | -3.3% | +2.1% |
| 1Y | +7.5% | +30.8% | -23.3% | -0.3% |
| 3Y | -12.4% | +3.7% | -16.1% | -18.1% |
| 5Y | -15.8% | -64.8% | +48.9% | +0.9% |
| 10Y | -54.1% | +60.0% | -114.1% | -71.3% |
| All | -44.1% | +50.5% | -94.7% | -65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling