-43.1%
KHC vs AFL
+397.9%
-441.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -1.8% | +0.6% | -2.4% | -2.0% |
| 30D | -1.9% | -6.2% | +4.3% | +0.2% |
| 3M | +14.4% | +2.2% | +12.2% | +13.4% |
| 6M | +8.7% | +5.3% | +3.4% | +6.5% |
| YTD | +7.8% | +8.0% | -0.2% | +4.5% |
| 1Y | -1.5% | +10.2% | -11.8% | -5.4% |
| 3Y | -9.9% | +67.1% | -76.9% | -26.2% |
| 5Y | -10.7% | +135.6% | -146.3% | -36.7% |
| 10Y | -55.7% | +299.4% | -355.1% | -75.8% |
| All | -43.1% | +397.9% | -441.1% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling