+7.0%
KHC vs ELF
+57.2%
-50.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.5% | -1.0% |
| 7D | -2.0% | +7.8% | -9.9% | -2.6% |
| 30D | +9.7% | +9.3% | +0.4% | +8.9% |
| 3M | -2.0% | +21.2% | -23.2% | -3.5% |
| 6M | +5.4% | +96.1% | -90.7% | -0.1% |
| YTD | +5.9% | +57.0% | -51.0% | -0.1% |
| All | +7.0% | +57.2% | -50.2% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling