-55.6%
KHC vs ET
+177.0%
-232.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | +1.9% | +2.9% | -1.0% | +1.4% |
| 3M | +3.2% | +16.8% | -13.6% | +0.5% |
| 6M | +10.0% | +18.9% | -8.9% | +6.8% |
| YTD | +6.7% | +37.7% | -31.0% | +1.1% |
| 1Y | -0.9% | +32.4% | -33.3% | -5.5% |
| 3Y | -13.6% | +99.5% | -113.0% | -23.8% |
| 5Y | -12.8% | +244.0% | -256.8% | -30.8% |
| All | -55.6% | +177.0% | -232.6% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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