-44.5%
KHC vs ENB
+94.9%
-139.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | -1.1% | -2.4% | +1.3% | -0.3% |
| 30D | +8.8% | +2.5% | +6.4% | +7.9% |
| 3M | -1.2% | -5.8% | +4.6% | +0.8% |
| 6M | +4.6% | -8.5% | +13.2% | +7.7% |
| YTD | +5.1% | +3.9% | +1.2% | +3.1% |
| 1Y | +6.2% | +3.7% | +2.5% | +4.2% |
| 3Y | -12.9% | +70.1% | -83.0% | -29.3% |
| 5Y | -16.8% | +53.2% | -70.0% | -30.8% |
| 10Y | -52.4% | +100.2% | -152.6% | -66.4% |
| All | -44.5% | +94.9% | -139.4% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling