-43.1%
KHC vs EW
+274.7%
-317.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.8% | -0.3% | -1.4% | -1.7% |
| 30D | -1.9% | +1.0% | -2.9% | -2.0% |
| 3M | +14.4% | +2.8% | +11.6% | +13.9% |
| 6M | +8.7% | +5.5% | +3.2% | +7.6% |
| YTD | +7.8% | +5.5% | +2.3% | +6.6% |
| 1Y | -1.5% | +11.0% | -12.6% | -3.5% |
| 3Y | -9.9% | +17.7% | -27.6% | -14.9% |
| 5Y | -10.7% | -25.7% | +15.0% | -9.4% |
| 10Y | -55.7% | +132.8% | -188.5% | -65.7% |
| All | -43.1% | +274.7% | -317.8% | -63.4% |
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 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