-43.1%
KHC vs EXPE
+198.1%
-241.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | -1.8% | -9.5% | +7.8% | -0.6% |
| 30D | -1.9% | -6.6% | +4.8% | -1.1% |
| 3M | +14.4% | +31.4% | -17.0% | +10.7% |
| 6M | +8.7% | +35.2% | -26.5% | +4.5% |
| YTD | +7.8% | +5.8% | +2.0% | +6.1% |
| 1Y | -1.5% | +38.7% | -40.2% | -6.5% |
| 3Y | -9.9% | +175.8% | -185.6% | -23.1% |
| 5Y | -10.7% | +111.8% | -122.6% | -24.0% |
| 10Y | -55.7% | +179.7% | -235.4% | -68.2% |
| All | -43.1% | +198.1% | -241.2% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling