-44.0%
KHC vs ENTG
+1,054.6%
-1,098.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +0.9% |
| 7D | -3.3% | +22.8% | -26.1% | -4.7% |
| 30D | +9.1% | -4.9% | +14.0% | +9.1% |
| 3M | +1.4% | -4.8% | +6.2% | +1.2% |
| 6M | +8.4% | +5.6% | +2.8% | +5.9% |
| YTD | +6.2% | +82.4% | -76.2% | -2.9% |
| 1Y | +5.7% | +82.9% | -77.2% | -3.6% |
| 3Y | -12.0% | +62.1% | -74.2% | -21.8% |
| 5Y | -15.3% | +4.3% | -19.6% | -21.8% |
| 10Y | -51.8% | +793.4% | -845.3% | -73.8% |
| All | -44.0% | +1,054.6% | -1,098.6% | -71.9% |
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