-54.1%
KHC vs ES
+82.6%
-136.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -2.0% | -0.1% | -2.0% | -2.0% |
| 30D | +9.7% | +5.7% | +3.9% | +7.2% |
| 3M | -2.0% | -2.8% | +0.8% | -0.9% |
| 6M | +5.4% | +7.0% | -1.5% | +2.4% |
| YTD | +5.9% | +6.8% | -0.9% | +2.5% |
| 1Y | +7.5% | -0.5% | +7.9% | +6.5% |
| 3Y | -12.4% | +47.2% | -59.6% | -28.4% |
| 5Y | -15.8% | +2.3% | -18.1% | -19.7% |
| 10Y | -54.1% | +85.6% | -139.7% | -67.6% |
| All | -54.1% | +82.6% | -136.7% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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