-43.1%
KHC vs ENTG
+944.8%
-988.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.8% | -1.2% |
| 7D | -1.8% | +2.8% | -4.6% | -2.0% |
| 30D | -1.9% | -4.7% | +2.8% | -1.7% |
| 3M | +14.4% | -0.7% | +15.1% | +12.9% |
| 6M | +8.7% | +7.7% | +1.0% | +5.8% |
| YTD | +7.8% | +65.1% | -57.3% | -0.2% |
| 1Y | -1.5% | +74.8% | -76.3% | -10.0% |
| 3Y | -9.9% | +36.9% | -46.8% | -18.2% |
| 5Y | -10.7% | +16.1% | -26.8% | -20.6% |
| 10Y | -55.7% | +740.3% | -796.0% | -75.8% |
| All | -43.1% | +944.8% | -988.0% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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