-43.7%
KHC vs ES
+130.8%
-174.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -1.6% |
| 7D | +1.1% | +1.9% | -0.8% | +0.3% |
| 30D | +12.0% | +7.1% | +4.9% | +8.9% |
| 3M | +0.2% | -1.9% | +2.1% | +0.9% |
| 6M | +10.3% | +4.4% | +6.0% | +8.1% |
| YTD | +6.7% | +7.3% | -0.6% | +3.0% |
| 1Y | +10.9% | +2.1% | +8.7% | +8.6% |
| 3Y | -12.6% | +41.8% | -54.5% | -27.6% |
| 5Y | -16.3% | +1.4% | -17.7% | -20.0% |
| 10Y | -53.2% | +86.8% | -140.0% | -67.9% |
| All | -43.7% | +130.8% | -174.5% | -66.2% |
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