-44.0%
KHC vs ELV
+214.3%
-258.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -3.3% | -0.5% | -2.8% | -3.2% |
| 30D | +9.1% | +1.1% | +8.1% | +8.9% |
| 3M | +1.4% | +8.2% | -6.8% | -0.5% |
| 6M | +8.4% | +10.2% | -1.9% | +5.4% |
| YTD | +6.2% | +24.4% | -18.3% | -0.4% |
| 1Y | +5.7% | +33.8% | -28.1% | -2.8% |
| 3Y | -12.0% | -1.4% | -10.7% | -14.5% |
| 5Y | -15.3% | +5.8% | -21.2% | -20.4% |
| 10Y | -51.8% | +269.1% | -320.9% | -67.8% |
| All | -44.0% | +214.3% | -258.2% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling