-54.1%
KHC vs ELF
+354.8%
-408.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.5% | -0.9% |
| 7D | -2.0% | +7.8% | -9.9% | -2.5% |
| 30D | +9.7% | +9.3% | +0.4% | +9.0% |
| 3M | -2.0% | +21.2% | -23.2% | -3.3% |
| 6M | +5.4% | +96.1% | -90.7% | +0.7% |
| YTD | +5.9% | +57.0% | -51.0% | +2.0% |
| 1Y | +7.5% | +61.9% | -54.4% | +3.2% |
| 3Y | -12.4% | +20.0% | -32.4% | -18.2% |
| 5Y | -15.8% | +284.8% | -300.6% | -31.0% |
| 10Y | -54.1% | +364.2% | -418.3% | -65.3% |
| All | -54.1% | +354.8% | -408.9% | -65.3% |
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