+5.7%
KHC vs ELF
+45.6%
-39.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.0% | +1.2% |
| 7D | -3.3% | +3.4% | -6.7% | -3.6% |
| 30D | +9.1% | +5.0% | +4.2% | +8.7% |
| 3M | +1.4% | +22.6% | -21.2% | -0.4% |
| 6M | +8.4% | +104.0% | -95.6% | +2.6% |
| YTD | +6.2% | +49.3% | -43.1% | +0.3% |
| 1Y | +5.7% | +46.0% | -40.4% | -0.1% |
| All | +5.7% | +45.6% | -39.9% | -0.1% |
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