-54.3%
KHC vs ENB
+98.3%
-152.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -4.8% | -0.3% | -4.5% | -4.7% |
| 30D | +0.3% | -1.1% | +1.4% | +0.6% |
| 3M | +6.7% | -8.5% | +15.2% | +10.3% |
| 6M | +4.2% | -4.5% | +8.7% | +5.6% |
| YTD | +6.7% | +9.1% | -2.4% | +2.5% |
| 1Y | -1.4% | +8.0% | -9.4% | -5.0% |
| 3Y | -11.8% | +77.8% | -89.6% | -31.0% |
| 5Y | -13.4% | +69.4% | -82.7% | -32.1% |
| 10Y | -54.3% | +100.5% | -154.7% | -69.8% |
| All | -54.3% | +98.3% | -152.6% | -69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling