-43.1%
KHC vs EXEL
+1,651.0%
-1,694.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.8% | +8.4% | -10.1% | -2.3% |
| 30D | -1.9% | +4.1% | -6.0% | -2.2% |
| 3M | +14.4% | +12.4% | +2.0% | +13.5% |
| 6M | +8.7% | +41.5% | -32.8% | +6.1% |
| YTD | +7.8% | +34.6% | -26.9% | +5.5% |
| 1Y | -1.5% | +57.9% | -59.4% | -4.8% |
| 3Y | -9.9% | +159.5% | -169.4% | -16.5% |
| 5Y | -10.7% | +198.5% | -209.2% | -18.6% |
| 10Y | -55.7% | +411.4% | -467.1% | -62.1% |
| All | -43.1% | +1,651.0% | -1,694.2% | -55.2% |
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