+5.7%
KHC vs ENB
+3.4%
+2.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.8% |
| 7D | -3.3% | 0.0% | -3.3% | -3.3% |
| 30D | +9.1% | +1.4% | +7.8% | +8.8% |
| 3M | +1.4% | -5.2% | +6.6% | +2.3% |
| 6M | +8.4% | -9.9% | +18.3% | +10.0% |
| YTD | +6.2% | +4.7% | +1.5% | +3.2% |
| 1Y | +5.7% | +2.8% | +2.9% | +3.9% |
| All | +5.7% | +3.4% | +2.3% | +3.9% |
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