-43.1%
KHC vs ESI
+55.6%
-98.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.0% |
| 7D | -1.8% | +3.3% | -5.1% | -2.2% |
| 30D | -1.9% | -5.9% | +4.0% | -1.3% |
| 3M | +14.4% | -14.1% | +28.5% | +15.7% |
| 6M | +8.7% | +6.6% | +2.1% | +6.1% |
| YTD | +7.8% | +45.0% | -37.2% | +0.3% |
| 1Y | -1.5% | +41.5% | -43.0% | -8.3% |
| 3Y | -9.9% | +78.8% | -88.6% | -20.4% |
| 5Y | -10.7% | +70.9% | -81.6% | -21.9% |
| 10Y | -55.7% | +317.1% | -372.8% | -67.6% |
| All | -43.1% | +55.6% | -98.8% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling