-10.1%
KHC vs EXE
+20.7%
-30.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.7% |
| 7D | -1.8% | -0.3% | -1.5% | -1.8% |
| 30D | -1.9% | +8.5% | -10.3% | -2.0% |
| 3M | +14.4% | +5.5% | +8.9% | +14.3% |
| 6M | +8.7% | -5.9% | +14.6% | +9.0% |
| YTD | +7.8% | -9.7% | +17.5% | +8.3% |
| 1Y | -1.5% | +3.6% | -5.1% | -1.5% |
| All | -10.1% | +20.7% | -30.8% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling