-13.6%
KHC vs AFL
+131.0%
-144.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.5% | -3.3% | +0.8% | -1.6% |
| 30D | +0.5% | -5.0% | +5.5% | +1.9% |
| 3M | +3.0% | -1.8% | +4.8% | +3.5% |
| 6M | +6.6% | +4.8% | +1.8% | +5.0% |
| YTD | +5.8% | +5.4% | +0.4% | +3.8% |
| 1Y | -2.2% | +9.0% | -11.2% | -5.0% |
| 3Y | -12.5% | +63.0% | -75.6% | -24.3% |
| 5Y | -13.6% | +134.5% | -148.1% | -35.6% |
| All | -13.6% | +131.0% | -144.5% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling