-55.4%
KHC vs EXPE
+155.3%
-210.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.9% | +8.1% | +1.0% |
| 7D | -2.2% | -9.8% | +7.5% | -1.2% |
| 30D | -0.1% | -11.5% | +11.4% | +1.1% |
| 3M | +8.3% | +21.7% | -13.4% | +6.0% |
| 6M | +5.0% | +10.4% | -5.4% | +3.5% |
| YTD | +8.0% | -2.5% | +10.5% | +7.4% |
| 1Y | -1.1% | +27.3% | -28.4% | -4.9% |
| 3Y | -10.7% | +153.5% | -164.2% | -22.0% |
| 5Y | -13.5% | +91.1% | -104.6% | -24.3% |
| 10Y | -55.4% | +153.1% | -208.5% | -68.0% |
| All | -55.4% | +155.3% | -210.7% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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