-43.1%
KHC vs EXPD
+374.4%
-417.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -1.8% | -1.1% | -0.6% | -1.4% |
| 30D | -1.9% | +4.1% | -5.9% | -3.1% |
| 3M | +14.4% | +17.9% | -3.5% | +8.6% |
| 6M | +8.7% | +29.2% | -20.5% | +0.1% |
| YTD | +7.8% | +27.4% | -19.6% | -1.1% |
| 1Y | -1.5% | +56.8% | -58.4% | -16.0% |
| 3Y | -9.9% | +68.0% | -77.9% | -26.5% |
| 5Y | -10.7% | +61.9% | -72.6% | -27.9% |
| 10Y | -55.7% | +316.0% | -371.7% | -77.7% |
| All | -43.1% | +374.4% | -417.5% | -73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling