-42.1%
KHC vs ES
+137.7%
-179.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.5% | -1.3% |
| 7D | +5.9% | +5.9% | 0.0% | +3.4% |
| 30D | +14.9% | +10.2% | +4.7% | +10.4% |
| 3M | 0.0% | +0.4% | -0.4% | -0.3% |
| 6M | +16.2% | +6.9% | +9.3% | +12.7% |
| YTD | +9.8% | +10.5% | -0.7% | +4.7% |
| 1Y | +12.1% | +3.2% | +8.9% | +9.4% |
| 3Y | -10.1% | +49.0% | -59.1% | -27.1% |
| 5Y | -13.9% | +4.5% | -18.3% | -18.7% |
| 10Y | -51.9% | +92.3% | -144.2% | -67.3% |
| All | -42.1% | +137.7% | -179.7% | -65.6% |
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 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