+4.3%
KHC vs EOSE
-60.6%
+64.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | -1.0% | +1.8% | -2.8% | -1.0% |
| 30D | +1.9% | -6.8% | +8.7% | +1.9% |
| 3M | +3.2% | -36.3% | +39.5% | +3.3% |
| 6M | +10.0% | -38.8% | +48.7% | +10.0% |
| YTD | +6.7% | -65.5% | +72.2% | +6.8% |
| 1Y | -0.9% | -45.3% | +44.4% | -1.2% |
| 3Y | -13.6% | +44.2% | -57.7% | -15.5% |
| 5Y | -12.8% | -69.5% | +56.7% | -16.5% |
| All | +4.3% | -60.6% | +64.9% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 10y: compounded portfolio wealth divided by compounded EOSE 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…
10y analysis · Full analysis span regression · 6 months rolling