-10.1%
KHC vs EXPE
+182.4%
-192.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | -1.8% | -9.5% | +7.8% | -1.0% |
| 30D | -1.9% | -6.6% | +4.8% | -1.4% |
| 3M | +14.4% | +31.4% | -17.0% | +12.4% |
| 6M | +8.7% | +35.2% | -26.5% | +6.4% |
| YTD | +7.8% | +5.8% | +2.0% | +6.9% |
| 1Y | -1.5% | +38.7% | -40.2% | -4.7% |
| All | -10.1% | +182.4% | -192.5% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling