-10.7%
KHC vs ESI
+79.1%
-89.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.5% |
| 7D | +2.0% | +5.5% | -3.5% | +2.4% |
| 30D | +10.6% | -7.8% | +18.4% | +10.3% |
| 3M | +0.5% | -15.0% | +15.5% | +0.1% |
| 6M | +12.1% | -24.9% | +37.0% | +11.4% |
| YTD | +8.9% | +33.2% | -24.3% | +5.5% |
| 1Y | +7.5% | +24.9% | -17.5% | +4.5% |
| 3Y | -10.7% | +77.8% | -88.5% | -14.7% |
| All | -10.7% | +79.1% | -89.8% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling