-33.5%
KHC vs ESTC
+31.2%
-64.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.6% |
| 7D | -1.8% | -8.1% | +6.3% | -1.6% |
| 30D | -1.9% | +31.7% | -33.6% | -2.6% |
| 3M | +14.4% | +41.1% | -26.7% | +13.3% |
| 6M | +8.7% | +77.1% | -68.3% | +7.1% |
| YTD | +7.8% | +21.7% | -13.9% | +7.0% |
| 1Y | -1.5% | +8.4% | -9.9% | -2.1% |
| 3Y | -9.9% | +23.6% | -33.5% | -11.9% |
| 5Y | -10.7% | -46.5% | +35.7% | -9.5% |
| All | -33.5% | +31.2% | -64.7% | -44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling