-43.1%
KHC vs EXC
+185.8%
-228.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.2% |
| 7D | -1.8% | +0.3% | -2.0% | -1.9% |
| 30D | -1.9% | -3.7% | +1.8% | -0.3% |
| 3M | +14.4% | -1.3% | +15.7% | +14.9% |
| 6M | +8.7% | -9.7% | +18.4% | +13.2% |
| YTD | +7.8% | +2.9% | +4.9% | +5.8% |
| 1Y | -1.5% | +4.4% | -5.9% | -4.1% |
| 3Y | -9.9% | +22.2% | -32.1% | -19.1% |
| 5Y | -10.7% | +46.7% | -57.4% | -27.6% |
| 10Y | -55.7% | +155.3% | -211.0% | -73.0% |
| All | -43.1% | +185.8% | -228.9% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling