-54.1%
KHC vs EXC
+176.1%
-230.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -2.0% | -1.7% | -0.3% | -1.3% |
| 30D | +9.7% | +9.3% | +0.3% | +5.6% |
| 3M | -2.0% | +1.0% | -3.1% | -2.5% |
| 6M | +5.4% | +5.9% | -0.5% | +2.7% |
| YTD | +5.9% | +7.6% | -1.7% | +2.0% |
| 1Y | +7.5% | +2.4% | +5.0% | +5.7% |
| 3Y | -12.4% | +30.2% | -42.7% | -23.5% |
| 5Y | -15.8% | +41.4% | -57.2% | -30.6% |
| 10Y | -54.1% | +183.8% | -237.8% | -73.3% |
| All | -54.1% | +176.1% | -230.2% | -73.3% |
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