+6.2%
KHC vs EXPE
-2.5%
+8.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +9.8% |
| 3M | -1.2% | -19.1% | +17.9% | +0.5% |
| 6M | +4.6% | +10.7% | -6.1% | +5.8% |
| YTD | +5.1% | -9.9% | +15.0% | +4.7% |
| 1Y | +6.2% | -4.6% | +10.9% | +5.2% |
| All | +6.2% | -2.5% | +8.8% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling