-43.1%
KHC vs ENPH
+383.0%
-426.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -1.8% | -2.4% | +0.6% | -1.7% |
| 30D | -1.9% | -6.6% | +4.7% | -1.7% |
| 3M | +14.4% | -46.8% | +61.2% | +16.0% |
| 6M | +8.7% | -14.7% | +23.5% | +8.6% |
| YTD | +7.8% | +13.5% | -5.7% | +6.5% |
| 1Y | -1.5% | -0.4% | -1.1% | -2.5% |
| 3Y | -9.9% | -71.7% | +61.9% | -9.0% |
| 5Y | -10.7% | -79.1% | +68.4% | -10.2% |
| 10Y | -55.7% | +1,898.4% | -1,954.1% | -60.8% |
| All | -43.1% | +383.0% | -426.1% | -47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling