-55.3%
KHC vs ELF
+334.6%
-390.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.5% |
| 7D | -2.2% | -1.2% | -1.0% | -2.1% |
| 30D | -0.1% | +5.9% | -6.0% | -0.5% |
| 3M | +8.3% | +99.5% | -91.2% | +3.5% |
| 6M | +5.0% | +26.5% | -21.6% | +2.9% |
| YTD | +8.0% | +37.2% | -29.2% | +5.0% |
| 1Y | -1.1% | -24.4% | +23.3% | -0.9% |
| 3Y | -10.7% | -23.3% | +12.6% | -13.8% |
| 5Y | -13.5% | +245.2% | -258.7% | -28.7% |
| All | -55.3% | +334.6% | -390.0% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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