-33.4%
KHC vs ESTC
+26.3%
-59.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.3% |
| 7D | -2.2% | -4.3% | +2.1% | -2.1% |
| 30D | -0.1% | +17.7% | -17.8% | -0.6% |
| 3M | +8.3% | +42.3% | -33.9% | +7.3% |
| 6M | +5.0% | +64.6% | -59.6% | +3.6% |
| YTD | +8.0% | +17.2% | -9.2% | +7.3% |
| 1Y | -1.1% | -4.2% | +3.1% | -1.4% |
| 3Y | -10.7% | +13.5% | -24.2% | -12.5% |
| 5Y | -13.5% | -45.5% | +32.0% | -12.6% |
| All | -33.4% | +26.3% | -59.7% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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