-52.4%
KHC vs EXEL
+363.4%
-415.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | -1.1% | -2.4% | +1.3% | -1.0% |
| 30D | +8.8% | +17.9% | -9.1% | +7.6% |
| 3M | -1.2% | +33.3% | -34.5% | -3.2% |
| 6M | +4.6% | +46.6% | -41.9% | +1.8% |
| YTD | +5.1% | +61.0% | -55.9% | +1.4% |
| 1Y | +6.2% | +70.4% | -64.2% | +2.0% |
| 3Y | -12.9% | +236.1% | -249.0% | -21.3% |
| 5Y | -16.8% | +284.8% | -301.6% | -26.1% |
| 10Y | -52.4% | +348.4% | -400.9% | -56.4% |
| All | -52.4% | +363.4% | -415.9% | -56.4% |
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