-3.6%
KHC vs EXE
+187.5%
-191.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | -4.8% | -2.7% | -2.1% | -4.6% |
| 30D | +0.3% | -0.4% | +0.7% | +0.3% |
| 3M | +6.7% | +9.5% | -2.8% | +6.1% |
| 6M | +4.2% | -9.3% | +13.5% | +4.7% |
| YTD | +6.7% | -10.9% | +17.6% | +7.4% |
| 1Y | -1.4% | +4.3% | -5.7% | -1.9% |
| 3Y | -11.8% | +18.8% | -30.6% | -13.6% |
| 5Y | -13.4% | +101.4% | -114.8% | -19.5% |
| All | -3.6% | +187.5% | -191.2% | -10.5% |
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