-55.6%
KHC vs AFL
+303.3%
-358.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | -1.0% | -1.6% | +0.6% | -0.5% |
| 30D | +1.9% | -4.0% | +5.9% | +3.2% |
| 3M | +3.2% | -0.5% | +3.7% | +3.3% |
| 6M | +10.0% | +6.5% | +3.4% | +7.4% |
| YTD | +6.7% | +6.2% | +0.5% | +4.2% |
| 1Y | -0.9% | +8.3% | -9.2% | -4.0% |
| 3Y | -13.6% | +62.5% | -76.1% | -27.8% |
| 5Y | -12.8% | +136.2% | -149.0% | -37.1% |
| All | -55.6% | +303.3% | -358.9% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling