-55.6%
KHC vs EW
+120.5%
-176.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.6% | +1.2% |
| 7D | -1.0% | -6.2% | +5.1% | -0.2% |
| 30D | +1.9% | -9.3% | +11.2% | +3.2% |
| 3M | +3.2% | -1.6% | +4.8% | +3.4% |
| 6M | +10.0% | -0.8% | +10.8% | +9.9% |
| YTD | +6.7% | -1.0% | +7.7% | +6.5% |
| 1Y | -0.9% | +8.2% | -9.0% | -2.4% |
| 3Y | -13.6% | +12.7% | -26.2% | -17.6% |
| 5Y | -12.8% | -30.2% | +17.4% | -10.6% |
| All | -55.6% | +120.5% | -176.1% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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