-52.4%
KHC vs EXPD
+329.8%
-382.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.1% | -7.4% | +6.3% | +0.9% |
| 30D | +8.8% | -2.1% | +10.9% | +9.3% |
| 3M | -1.2% | +5.7% | -6.9% | -3.1% |
| 6M | +4.6% | +21.4% | -16.7% | -1.5% |
| YTD | +5.1% | +27.6% | -22.5% | -3.4% |
| 1Y | +6.2% | +36.1% | -29.9% | -4.4% |
| 3Y | -12.9% | +69.9% | -82.8% | -28.6% |
| 5Y | -16.8% | +59.7% | -76.5% | -31.5% |
| 10Y | -52.4% | +323.0% | -375.5% | -73.1% |
| All | -52.4% | +329.8% | -382.3% | -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