-5.1%
KHC vs EXE
+161.7%
-166.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -0.9% |
| 7D | -1.1% | -2.2% | +1.1% | -1.0% |
| 30D | +8.8% | -0.3% | +9.2% | +8.8% |
| 3M | -1.2% | -9.3% | +8.1% | -0.7% |
| 6M | +4.6% | -7.2% | +11.9% | +5.0% |
| YTD | +5.1% | -18.9% | +24.0% | +6.3% |
| 1Y | +6.2% | -21.7% | +27.9% | +7.6% |
| 3Y | -12.9% | +21.0% | -33.9% | -15.0% |
| 5Y | -16.8% | +76.0% | -92.7% | -21.9% |
| All | -5.1% | +161.7% | -166.8% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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