-43.1%
KHC vs ETR
+361.8%
-404.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -1.8% | +1.4% | -3.2% | -2.3% |
| 30D | -1.9% | +1.0% | -2.9% | -2.3% |
| 3M | +14.4% | -1.3% | +15.6% | +14.6% |
| 6M | +8.7% | +1.9% | +6.8% | +7.3% |
| YTD | +7.8% | +18.2% | -10.4% | +0.5% |
| 1Y | -1.5% | +24.7% | -26.2% | -10.3% |
| 3Y | -9.9% | +150.7% | -160.5% | -39.7% |
| 5Y | -10.7% | +127.0% | -137.8% | -38.6% |
| 10Y | -55.7% | +295.5% | -351.2% | -76.5% |
| All | -43.1% | +361.8% | -404.9% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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