-54.3%
KHC vs EXC
+175.8%
-230.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.0% |
| 7D | +1.1% | -1.2% | +2.3% | +1.7% |
| 30D | +12.0% | +10.0% | +2.0% | +7.6% |
| 3M | +0.2% | +1.6% | -1.4% | -0.5% |
| 6M | +10.3% | +3.3% | +7.1% | +8.7% |
| YTD | +6.7% | +7.6% | -0.8% | +2.8% |
| 1Y | +10.9% | +3.5% | +7.4% | +8.5% |
| 3Y | -12.6% | +27.7% | -40.3% | -23.0% |
| 5Y | -16.3% | +41.1% | -57.4% | -31.0% |
| All | -54.3% | +175.8% | -230.1% | -73.4% |
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