-54.1%
KHC vs ESI
+323.5%
-377.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -5.9% | -1.4% |
| 7D | -2.0% | -3.5% | +1.4% | -1.7% |
| 30D | +9.7% | -9.3% | +18.9% | +10.6% |
| 3M | -2.0% | -12.8% | +10.8% | -0.8% |
| 6M | +5.4% | -24.6% | +30.0% | +8.1% |
| YTD | +5.9% | +32.7% | -26.8% | -2.4% |
| 1Y | +7.5% | +20.3% | -12.8% | +0.6% |
| 3Y | -12.4% | +80.2% | -92.6% | -26.0% |
| 5Y | -15.8% | +40.0% | -55.8% | -26.4% |
| 10Y | -54.1% | +310.8% | -364.9% | -69.3% |
| All | -54.1% | +323.5% | -377.5% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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