-49.9%
KHC vs EXPD
+335.0%
-384.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +2.0% | +5.5% | -3.5% | +0.5% |
| 30D | +10.6% | -0.8% | +11.4% | +10.7% |
| 3M | +0.5% | +4.1% | -3.6% | -0.9% |
| 6M | +12.1% | +25.7% | -13.6% | +4.4% |
| YTD | +8.9% | +31.4% | -22.5% | -0.8% |
| 1Y | +7.5% | +42.2% | -34.7% | -4.6% |
| 3Y | -10.7% | +77.2% | -87.9% | -27.8% |
| 5Y | -13.2% | +61.0% | -74.2% | -28.4% |
| All | -49.9% | +335.0% | -384.9% | -72.3% |
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