+39.4%
KHC vs KEEL
+309.9%
-270.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.2% |
| 7D | -4.8% | +19.3% | -24.1% | -4.9% |
| 30D | +0.3% | +9.1% | -8.8% | +0.2% |
| 3M | +6.7% | -31.5% | +38.3% | +6.9% |
| 6M | +4.2% | +75.8% | -71.7% | +3.2% |
| YTD | +6.7% | +57.9% | -51.1% | +5.7% |
| 1Y | -1.4% | +133.3% | -134.7% | -3.2% |
| 3Y | -11.8% | +204.1% | -215.9% | -15.0% |
| 5Y | -13.4% | -37.5% | +24.2% | -15.8% |
| All | +39.4% | +309.9% | -270.6% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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