-16.2%
KHC vs ES
+3.8%
-20.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.3% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | +8.1% | +6.7% | +1.4% | +5.8% |
| 3M | 0.0% | +0.3% | -0.3% | -0.2% |
| 6M | +7.9% | +7.4% | +0.5% | +5.3% |
| YTD | +5.3% | +8.4% | -3.1% | +2.1% |
| 1Y | +5.1% | +0.6% | +4.5% | +4.1% |
| 3Y | -12.8% | +50.6% | -63.4% | -26.8% |
| 5Y | -16.2% | +4.8% | -21.0% | -22.3% |
| All | -16.2% | +3.8% | -20.0% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling