-34.2%
KHC vs ESTC
+23.0%
-57.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.0% | -2.9% |
| 7D | +1.1% | -11.5% | +12.6% | +1.4% |
| 30D | +12.0% | -7.5% | +19.5% | +12.1% |
| 3M | +0.2% | +23.1% | -22.9% | -0.5% |
| 6M | +10.3% | +75.3% | -64.9% | +8.7% |
| YTD | +6.7% | +14.1% | -7.4% | +6.0% |
| 1Y | +10.9% | -0.6% | +11.4% | +10.4% |
| 3Y | -12.6% | +20.8% | -33.4% | -14.6% |
| 5Y | -16.3% | -48.8% | +32.5% | -15.1% |
| All | -34.2% | +23.0% | -57.1% | -45.3% |
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