-13.6%
KHC vs ET
+241.7%
-255.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.5% | +1.4% | -3.9% | -2.7% |
| 30D | +0.5% | +4.6% | -4.0% | -0.1% |
| 3M | +3.0% | +16.0% | -13.0% | +1.0% |
| 6M | +6.6% | +22.8% | -16.2% | +3.6% |
| YTD | +5.8% | +38.9% | -33.1% | +1.1% |
| 1Y | -2.2% | +34.1% | -36.3% | -6.2% |
| 3Y | -12.5% | +98.8% | -111.4% | -22.0% |
| 5Y | -13.6% | +246.8% | -260.4% | -28.6% |
| All | -13.6% | +241.7% | -255.3% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling