-51.2%
KHC vs EXPD
+336.9%
-388.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -3.3% | +3.6% | -6.9% | -4.3% |
| 30D | +9.1% | +0.3% | +8.9% | +8.9% |
| 3M | +1.4% | +6.1% | -4.7% | -0.6% |
| 6M | +8.4% | +27.4% | -19.0% | +0.6% |
| YTD | +6.2% | +32.0% | -25.8% | -3.4% |
| 1Y | +5.7% | +40.5% | -34.9% | -5.8% |
| 3Y | -12.0% | +75.7% | -87.7% | -28.7% |
| 5Y | -15.3% | +61.7% | -77.1% | -30.3% |
| All | -51.2% | +336.9% | -388.1% | -73.0% |
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