-15.3%
KHC vs EOG
+109.0%
-124.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.8% |
| 7D | -3.3% | +7.4% | -10.7% | -4.0% |
| 30D | +9.1% | +2.3% | +6.9% | +8.8% |
| 3M | +1.4% | +9.5% | -8.1% | +0.4% |
| 6M | +8.4% | +17.7% | -9.3% | +6.3% |
| YTD | +6.2% | +52.9% | -46.7% | +1.0% |
| 1Y | +5.7% | +47.7% | -42.0% | +0.8% |
| 3Y | -12.0% | +41.1% | -53.2% | -16.3% |
| 5Y | -15.3% | +108.2% | -123.6% | -25.3% |
| All | -15.3% | +109.0% | -124.3% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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