-14.8%
KHC vs EW
-14.5%
-0.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -2.9% |
| 7D | +1.1% | +11.0% | -9.9% | +0.6% |
| 30D | +12.0% | +19.1% | -7.1% | +11.1% |
| 3M | +0.2% | +14.4% | -14.2% | -0.4% |
| 6M | +10.3% | +22.8% | -12.4% | +9.4% |
| YTD | +6.7% | +19.8% | -13.1% | +5.9% |
| 1Y | +10.9% | +23.9% | -13.0% | +9.8% |
| 3Y | -12.6% | +52.2% | -64.9% | -15.4% |
| All | -14.8% | -14.5% | -0.4% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling