-43.7%
KHC vs EXPE
+159.3%
-202.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.9% | +2.1% | -2.2% |
| 7D | +1.1% | -9.3% | +10.4% | +2.1% |
| 30D | +12.0% | +0.1% | +11.8% | +11.8% |
| 3M | +0.2% | -15.3% | +15.5% | +1.9% |
| 6M | +10.3% | +5.5% | +4.9% | +9.2% |
| YTD | +6.7% | -8.0% | +14.7% | +6.6% |
| 1Y | +10.9% | +18.9% | -8.0% | +7.0% |
| 3Y | -12.6% | +135.5% | -148.2% | -24.1% |
| 5Y | -16.3% | +44.3% | -60.6% | -24.1% |
| 10Y | -53.2% | +117.7% | -171.0% | -65.0% |
| All | -43.7% | +159.3% | -202.9% | -59.8% |
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