-43.1%
KHC vs EOG
+139.9%
-183.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -1.8% | +1.3% | -3.0% | -2.0% |
| 30D | -1.9% | +8.2% | -10.0% | -3.2% |
| 3M | +14.4% | +3.8% | +10.6% | +13.4% |
| 6M | +8.7% | +15.3% | -6.6% | +5.6% |
| YTD | +7.8% | +41.7% | -33.9% | +1.1% |
| 1Y | -1.5% | +23.6% | -25.1% | -5.6% |
| 3Y | -9.9% | +23.3% | -33.1% | -14.5% |
| 5Y | -10.7% | +170.4% | -181.1% | -28.9% |
| 10Y | -55.7% | +125.5% | -181.2% | -67.5% |
| All | -43.1% | +139.9% | -183.0% | -60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling