-1.7%
KHC vs EXE
+165.2%
-166.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.7% | +2.5% |
| 7D | +2.0% | +5.3% | -3.3% | +1.7% |
| 30D | +10.6% | -2.2% | +12.8% | +10.7% |
| 3M | +0.5% | -5.9% | +6.4% | +0.8% |
| 6M | +12.1% | -5.7% | +17.8% | +12.3% |
| YTD | +8.9% | -17.8% | +26.7% | +10.0% |
| 1Y | +7.5% | -23.1% | +30.6% | +9.0% |
| 3Y | -10.7% | +21.2% | -31.9% | -12.9% |
| 5Y | -13.2% | +78.8% | -92.0% | -18.6% |
| All | -1.7% | +165.2% | -166.9% | -8.3% |
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