-44.5%
KHC vs EXEL
+1,997.9%
-2,042.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -4.6% | -2.8% | -1.8% | -4.4% |
| 30D | +8.1% | +18.2% | -10.1% | +6.9% |
| 3M | 0.0% | +37.7% | -37.7% | -2.1% |
| 6M | +7.9% | +42.2% | -34.3% | +5.3% |
| YTD | +5.3% | +61.3% | -56.0% | +1.7% |
| 1Y | +5.1% | +64.5% | -59.4% | +1.4% |
| 3Y | -12.8% | +236.7% | -249.5% | -20.6% |
| 5Y | -16.2% | +296.3% | -312.5% | -25.0% |
| 10Y | -52.3% | +331.1% | -383.4% | -58.6% |
| All | -44.5% | +1,997.9% | -2,042.4% | -56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling