-54.3%
KHC vs EXPD
+304.0%
-358.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.2% |
| 7D | +1.1% | -7.2% | +8.3% | +3.1% |
| 30D | +12.0% | -3.3% | +15.2% | +12.9% |
| 3M | +0.2% | +3.4% | -3.2% | -1.1% |
| 6M | +10.3% | +22.7% | -12.3% | +3.6% |
| YTD | +6.7% | +24.5% | -17.8% | -1.1% |
| 1Y | +10.9% | +38.6% | -27.8% | -0.8% |
| 3Y | -12.6% | +71.5% | -84.1% | -28.6% |
| 5Y | -16.3% | +56.2% | -72.5% | -30.5% |
| All | -54.3% | +304.0% | -358.3% | -73.1% |
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