+10.3%
KHC vs EW
+23.5%
-13.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.1% |
| 7D | +1.1% | +11.0% | -9.9% | -1.1% |
| 30D | +12.0% | +19.1% | -7.1% | +7.9% |
| 3M | +0.2% | +14.4% | -14.2% | -2.6% |
| 6M | +10.3% | +22.8% | -12.4% | +6.5% |
| All | +10.3% | +23.5% | -13.1% | +6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling