-55.4%
KHC vs EXC
+154.0%
-209.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -2.2% | +1.2% | -3.4% | -2.7% |
| 30D | -0.1% | -2.7% | +2.6% | +1.1% |
| 3M | +8.3% | -1.0% | +9.3% | +8.7% |
| 6M | +5.0% | -9.3% | +14.2% | +9.1% |
| YTD | +8.0% | +3.6% | +4.4% | +5.6% |
| 1Y | -1.1% | +5.9% | -7.0% | -4.3% |
| 3Y | -10.7% | +21.3% | -32.0% | -19.7% |
| 5Y | -13.5% | +46.2% | -59.7% | -30.1% |
| 10Y | -55.4% | +151.5% | -206.9% | -73.0% |
| All | -55.4% | +154.0% | -209.4% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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