-43.0%
KHC vs ET
+70.0%
-113.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | -0.1% | +6.9% | -6.9% | -0.9% |
| 3M | +8.3% | +13.1% | -4.7% | +6.8% |
| 6M | +5.0% | +18.7% | -13.8% | +2.8% |
| YTD | +8.0% | +37.4% | -29.4% | +4.0% |
| 1Y | -1.1% | +34.8% | -35.9% | -4.6% |
| 3Y | -10.7% | +96.8% | -107.5% | -18.0% |
| 5Y | -13.5% | +238.2% | -251.7% | -25.8% |
| 10Y | -55.4% | +159.4% | -214.8% | -62.1% |
| All | -43.0% | +70.0% | -113.0% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling