-43.7%
KHC vs EW
+325.7%
-369.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.0% |
| 7D | +1.1% | +11.0% | -9.9% | -0.5% |
| 30D | +12.0% | +19.1% | -7.1% | +9.0% |
| 3M | +0.2% | +14.4% | -14.2% | -1.9% |
| 6M | +10.3% | +22.8% | -12.4% | +6.8% |
| YTD | +6.7% | +19.8% | -13.1% | +3.5% |
| 1Y | +10.9% | +23.9% | -13.0% | +6.8% |
| 3Y | -12.6% | +52.2% | -64.9% | -21.0% |
| 5Y | -16.3% | -13.9% | -2.4% | -17.0% |
| 10Y | -53.2% | +241.9% | -295.1% | -66.2% |
| All | -43.7% | +325.7% | -369.4% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling