+5.6%
KHC vs EOSE
-57.1%
+62.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.8% | -10.6% | +0.2% |
| 7D | -2.2% | +41.4% | -43.7% | -2.3% |
| 30D | -0.1% | +3.6% | -3.7% | -0.1% |
| 3M | +8.3% | -35.7% | +44.1% | +8.4% |
| 6M | +5.0% | -29.9% | +34.8% | +4.9% |
| YTD | +8.0% | -62.5% | +70.5% | +8.1% |
| 1Y | -1.1% | -37.4% | +36.3% | -1.4% |
| 3Y | -10.7% | +55.8% | -66.5% | -12.7% |
| 5Y | -13.5% | -67.8% | +54.3% | -17.2% |
| All | +5.6% | -57.1% | +62.7% | +3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling