-14.8%
KHC vs ENB
+46.5%
-61.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -2.0% |
| 7D | +1.1% | -5.2% | +6.3% | +2.7% |
| 30D | +12.0% | +2.2% | +9.8% | +11.3% |
| 3M | +0.2% | -8.1% | +8.2% | +2.6% |
| 6M | +10.3% | -11.2% | +21.5% | +13.9% |
| YTD | +6.7% | +2.0% | +4.7% | +5.4% |
| 1Y | +10.9% | +4.1% | +6.8% | +8.8% |
| 3Y | -12.6% | +64.7% | -77.4% | -25.6% |
| All | -14.8% | +46.5% | -61.4% | -25.5% |
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