-52.4%
KHC vs EXPE
+112.4%
-164.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.5% |
| 7D | -1.1% | -11.2% | +10.1% | 0.0% |
| 30D | +8.8% | -7.5% | +16.3% | +9.6% |
| 3M | -1.2% | -19.1% | +17.9% | +0.8% |
| 6M | +4.6% | +10.7% | -6.1% | +3.3% |
| YTD | +5.1% | -9.9% | +15.0% | +5.3% |
| 1Y | +6.2% | -4.6% | +10.9% | +5.6% |
| 3Y | -12.9% | +116.8% | -129.7% | -22.4% |
| 5Y | -16.8% | +38.6% | -55.3% | -23.1% |
| 10Y | -52.4% | +115.9% | -168.3% | -63.9% |
| All | -52.4% | +112.4% | -164.8% | -63.9% |
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