-13.6%
KHC vs EOSE
-70.2%
+56.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.9% |
| 7D | -2.5% | +14.0% | -16.5% | -2.6% |
| 30D | +0.5% | -5.9% | +6.4% | +0.5% |
| 3M | +3.0% | -34.3% | +37.3% | +3.1% |
| 6M | +6.6% | -37.8% | +44.4% | +6.6% |
| YTD | +5.8% | -65.2% | +71.0% | +5.9% |
| 1Y | -2.2% | -41.9% | +39.7% | -2.6% |
| 3Y | -12.5% | +44.6% | -57.1% | -15.1% |
| 5Y | -13.6% | -69.2% | +55.6% | -14.9% |
| All | -13.6% | -70.2% | +56.6% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling