-43.1%
KHC vs ELV
+196.6%
-239.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | -1.8% | +3.3% | -5.1% | -2.5% |
| 30D | -1.9% | +4.2% | -6.0% | -2.8% |
| 3M | +14.4% | -0.1% | +14.5% | +14.0% |
| 6M | +8.7% | +41.3% | -32.5% | -0.3% |
| YTD | +7.8% | +17.4% | -9.7% | +2.5% |
| 1Y | -1.5% | +35.1% | -36.6% | -9.9% |
| 3Y | -9.9% | -3.2% | -6.6% | -12.2% |
| 5Y | -10.7% | +15.6% | -26.3% | -18.5% |
| 10Y | -55.7% | +276.8% | -332.5% | -70.6% |
| All | -43.1% | +196.6% | -239.7% | -61.9% |
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