-43.7%
KHC vs EQT
+39.2%
-82.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -4.8% | -2.0% | -2.8% | -4.6% |
| 30D | +0.3% | +1.0% | -0.7% | +0.2% |
| 3M | +6.7% | +4.0% | +2.7% | +6.1% |
| 6M | +4.2% | -11.7% | +15.8% | +5.4% |
| YTD | +6.7% | +2.8% | +3.9% | +5.9% |
| 1Y | -1.4% | +10.0% | -11.4% | -3.2% |
| 3Y | -11.8% | +34.1% | -45.9% | -17.1% |
| 5Y | -13.4% | +195.3% | -208.6% | -30.4% |
| 10Y | -54.3% | +51.6% | -105.8% | -66.1% |
| All | -43.7% | +39.2% | -82.9% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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