-54.3%
KHC vs EXEL
+378.5%
-432.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.2% |
| 7D | -4.8% | -0.3% | -4.4% | -4.8% |
| 30D | +0.3% | +10.1% | -9.8% | -0.3% |
| 3M | +6.7% | +10.1% | -3.4% | +6.1% |
| 6M | +4.2% | +37.7% | -33.5% | +2.1% |
| YTD | +6.7% | +33.1% | -26.3% | +4.7% |
| 1Y | -1.4% | +52.4% | -53.8% | -4.2% |
| 3Y | -11.8% | +163.8% | -175.6% | -17.8% |
| 5Y | -13.4% | +198.5% | -211.9% | -20.3% |
| 10Y | -54.3% | +386.9% | -441.2% | -55.5% |
| All | -54.3% | +378.5% | -432.8% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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