-49.9%
KHC vs ELV
+268.6%
-318.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +2.0% | +1.0% | +1.1% | +1.8% |
| 30D | +10.6% | +0.4% | +10.2% | +10.5% |
| 3M | +0.5% | +8.4% | -7.9% | -1.4% |
| 6M | +12.1% | +8.4% | +3.6% | +9.4% |
| YTD | +8.9% | +24.4% | -15.5% | +2.1% |
| 1Y | +7.5% | +33.5% | -26.0% | -1.1% |
| 3Y | -10.7% | -2.1% | -8.6% | -13.0% |
| 5Y | -13.2% | +5.8% | -18.9% | -18.4% |
| All | -49.9% | +268.6% | -318.5% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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