+12.5%
KHC vs ENB
+9.4%
+3.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.8% |
| 7D | +6.6% | +0.5% | +6.1% | +6.5% |
| 30D | +16.5% | +6.0% | +10.5% | +14.9% |
| 3M | -3.0% | -7.4% | +4.4% | -1.4% |
| 6M | +17.4% | -8.5% | +25.9% | +18.8% |
| YTD | +10.3% | +6.1% | +4.2% | +6.4% |
| 1Y | +12.5% | +9.4% | +3.1% | +6.9% |
| All | +12.5% | +9.4% | +3.1% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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