-14.3%
KHC vs ETHA
-30.1%
+15.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.1% |
| 7D | -4.8% | +2.9% | -7.7% | -4.9% |
| 30D | +0.3% | +31.4% | -31.1% | -0.4% |
| 3M | +6.7% | +48.9% | -42.2% | +5.6% |
| 6M | +4.2% | +20.9% | -16.7% | +3.5% |
| YTD | +6.7% | -17.2% | +23.9% | +6.9% |
| 1Y | -1.4% | -42.8% | +41.4% | -0.3% |
| All | -14.3% | -30.1% | +15.8% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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