-53.7%
KHC vs ESI
+313.2%
-366.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -2.2% | +5.4% | -7.6% | -2.9% |
| 30D | -0.1% | -4.2% | +4.1% | +0.4% |
| 3M | +8.3% | -9.6% | +18.0% | +8.9% |
| 6M | +5.0% | +18.3% | -13.4% | +0.3% |
| YTD | +8.0% | +45.8% | -37.8% | -0.9% |
| 1Y | -1.1% | +39.2% | -40.3% | -8.9% |
| 3Y | -10.7% | +86.3% | -97.0% | -23.8% |
| 5Y | -13.5% | +76.2% | -89.7% | -27.0% |
| All | -53.7% | +313.2% | -366.9% | -68.4% |
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