-49.9%
KHC vs ENB
+109.5%
-159.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.4% |
| 7D | +2.0% | +3.1% | -1.1% | +0.8% |
| 30D | +10.6% | +2.1% | +8.5% | +9.7% |
| 3M | +0.5% | -4.4% | +4.9% | +2.2% |
| 6M | +12.1% | -10.1% | +22.1% | +16.4% |
| YTD | +8.9% | +5.2% | +3.7% | +6.1% |
| 1Y | +7.5% | +4.2% | +3.2% | +5.0% |
| 3Y | -10.7% | +70.1% | -80.8% | -28.9% |
| 5Y | -13.2% | +59.4% | -72.6% | -30.3% |
| All | -49.9% | +109.5% | -159.4% | -67.9% |
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 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