-51.2%
KHC vs EXPE
+126.2%
-177.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -3.3% | -4.2% | +0.9% | -2.9% |
| 30D | +9.1% | -4.5% | +13.7% | +9.6% |
| 3M | +1.4% | -19.7% | +21.1% | +3.5% |
| 6M | +8.4% | +18.3% | -9.9% | +6.2% |
| YTD | +6.2% | -7.3% | +13.5% | +6.0% |
| 1Y | +5.7% | -3.9% | +9.6% | +5.0% |
| 3Y | -12.0% | +123.0% | -135.0% | -21.8% |
| 5Y | -15.3% | +47.9% | -63.3% | -22.5% |
| All | -51.2% | +126.2% | -177.4% | -63.3% |
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