-49.9%
KHC vs EXEL
+320.7%
-370.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.7% |
| 7D | +2.0% | -0.8% | +2.9% | +2.1% |
| 30D | +10.6% | +13.1% | -2.5% | +9.6% |
| 3M | +0.5% | +36.3% | -35.8% | -1.7% |
| 6M | +12.1% | +34.5% | -22.5% | +9.6% |
| YTD | +8.9% | +57.4% | -48.5% | +5.2% |
| 1Y | +7.5% | +62.9% | -55.4% | +3.5% |
| 3Y | -10.7% | +229.5% | -240.2% | -19.3% |
| 5Y | -13.2% | +281.2% | -294.4% | -22.8% |
| All | -49.9% | +320.7% | -370.6% | -54.7% |
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