-55.4%
KHC vs ELF
+357.0%
-412.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.8% |
| 7D | -1.8% | +5.4% | -7.1% | -2.1% |
| 30D | -1.9% | +27.0% | -28.9% | -3.4% |
| 3M | +14.4% | +113.2% | -98.8% | +8.8% |
| 6M | +8.7% | +36.6% | -27.9% | +6.0% |
| YTD | +7.8% | +44.2% | -36.4% | +4.5% |
| 1Y | -1.5% | -18.0% | +16.5% | -1.8% |
| 3Y | -9.9% | -19.9% | +10.1% | -13.2% |
| 5Y | -10.7% | +257.7% | -268.4% | -26.5% |
| All | -55.4% | +357.0% | -412.4% | -66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling