-13.5%
KHC vs ENB
+71.0%
-84.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -2.2% | -0.5% | -1.7% | -2.1% |
| 30D | -0.1% | -0.2% | +0.1% | -0.1% |
| 3M | +8.3% | -7.5% | +15.9% | +10.8% |
| 6M | +5.0% | -4.1% | +9.1% | +5.9% |
| YTD | +8.0% | +9.8% | -1.8% | +4.3% |
| 1Y | -1.1% | +8.7% | -9.8% | -4.2% |
| 3Y | -10.7% | +79.0% | -89.7% | -26.2% |
| 5Y | -13.5% | +69.1% | -82.6% | -28.8% |
| All | -13.5% | +71.0% | -84.6% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling