-52.3%
KHC vs EXPD
+337.7%
-390.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.7% | -0.7% |
| 7D | -4.6% | -1.6% | -3.0% | -4.2% |
| 30D | +8.1% | +0.6% | +7.5% | +7.8% |
| 3M | 0.0% | +9.8% | -9.8% | -2.9% |
| 6M | +7.9% | +25.8% | -17.8% | +0.6% |
| YTD | +5.3% | +31.3% | -26.0% | -4.0% |
| 1Y | +5.1% | +40.9% | -35.8% | -6.4% |
| 3Y | -12.8% | +74.7% | -87.5% | -29.1% |
| 5Y | -16.2% | +62.9% | -79.1% | -31.3% |
| 10Y | -52.3% | +334.3% | -386.6% | -73.2% |
| All | -52.3% | +337.7% | -390.0% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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