-43.1%
KHC vs EL
+38.2%
-81.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.2% |
| 7D | -1.8% | +0.8% | -2.6% | -1.9% |
| 30D | -1.9% | +19.8% | -21.7% | -5.5% |
| 3M | +14.4% | +25.7% | -11.3% | +9.1% |
| 6M | +8.7% | +5.4% | +3.3% | +6.6% |
| YTD | +7.8% | +0.2% | +7.6% | +5.8% |
| 1Y | -1.5% | +20.4% | -22.0% | -7.3% |
| 3Y | -9.9% | -32.1% | +22.3% | -7.6% |
| 5Y | -10.7% | -67.2% | +56.5% | +8.2% |
| 10Y | -55.7% | +31.7% | -87.5% | -70.4% |
| All | -43.1% | +38.2% | -81.3% | -64.2% |
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 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