-2.7%
KHC vs EXE
+191.4%
-194.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -1.8% | -0.3% | -1.5% | -1.7% |
| 30D | -1.9% | +8.5% | -10.3% | -2.3% |
| 3M | +14.4% | +5.5% | +8.9% | +14.0% |
| 6M | +8.7% | -5.9% | +14.6% | +9.1% |
| YTD | +7.8% | -9.7% | +17.5% | +8.3% |
| 1Y | -1.5% | +3.6% | -5.1% | -2.0% |
| 3Y | -9.9% | +18.0% | -27.9% | -11.6% |
| 5Y | -10.7% | +109.4% | -120.2% | -17.3% |
| All | -2.7% | +191.4% | -194.1% | -9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling