-14.8%
KHC vs EXPE
+43.3%
-58.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.9% | +2.1% | -2.5% |
| 7D | +1.1% | -9.3% | +10.4% | +1.7% |
| 30D | +12.0% | +0.1% | +11.8% | +12.0% |
| 3M | +0.2% | -15.3% | +15.5% | +1.0% |
| 6M | +10.3% | +5.5% | +4.9% | +10.1% |
| YTD | +6.7% | -8.0% | +14.7% | +6.8% |
| 1Y | +10.9% | +18.9% | -8.0% | +9.6% |
| 3Y | -12.6% | +135.5% | -148.2% | -15.7% |
| All | -14.8% | +43.3% | -58.2% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling