-52.4%
KHC vs ESI
+306.3%
-358.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | -1.1% | -6.6% | +5.5% | -0.4% |
| 30D | +8.8% | -9.8% | +18.7% | +9.9% |
| 3M | -1.2% | -11.9% | +10.7% | -0.2% |
| 6M | +4.6% | -25.1% | +29.7% | +7.3% |
| YTD | +5.1% | +31.9% | -26.8% | -3.1% |
| 1Y | +6.2% | +19.2% | -13.0% | -0.4% |
| 3Y | -12.9% | +76.2% | -89.1% | -26.2% |
| 5Y | -16.8% | +39.4% | -56.2% | -27.2% |
| 10Y | -52.4% | +304.9% | -357.3% | -68.0% |
| All | -52.4% | +306.3% | -358.7% | -68.0% |
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