-16.2%
KHC vs ENPH
-88.0%
+71.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | +0.1% |
| 7D | -4.6% | -10.3% | +5.7% | -4.4% |
| 30D | +8.1% | -10.1% | +18.2% | +8.2% |
| 3M | 0.0% | -33.1% | +33.1% | +0.5% |
| 6M | +7.9% | -24.8% | +32.8% | +7.8% |
| YTD | +5.3% | -11.7% | +17.0% | +4.4% |
| 1Y | +5.1% | -8.2% | +13.3% | +4.1% |
| 3Y | -12.8% | -63.7% | +50.9% | -12.9% |
| 5Y | -16.2% | -88.7% | +72.5% | -16.8% |
| All | -16.2% | -88.0% | +71.8% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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