-43.1%
KHC vs ES
+132.1%
-175.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | -1.9% | -2.0% | +0.1% | -1.1% |
| 3M | +14.4% | +1.7% | +12.7% | +13.5% |
| 6M | +8.7% | -3.5% | +12.3% | +10.0% |
| YTD | +7.8% | +7.9% | -0.1% | +3.8% |
| 1Y | -1.5% | +17.2% | -18.7% | -9.3% |
| 3Y | -9.9% | +29.3% | -39.2% | -22.1% |
| 5Y | -10.7% | -5.7% | -5.0% | -11.6% |
| 10Y | -55.7% | +85.2% | -140.9% | -69.4% |
| All | -43.1% | +132.1% | -175.2% | -65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling