-42.5%
KHC vs AFL
+442.1%
-484.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.3% |
| 7D | +2.0% | +2.9% | -0.8% | +1.0% |
| 30D | +10.6% | +8.0% | +2.7% | +7.7% |
| 3M | +0.5% | +5.9% | -5.4% | -1.5% |
| 6M | +12.1% | +11.6% | +0.4% | +7.7% |
| YTD | +8.9% | +17.5% | -8.6% | +2.5% |
| 1Y | +7.5% | +13.3% | -5.8% | +2.5% |
| 3Y | -10.7% | +67.0% | -77.7% | -26.7% |
| 5Y | -13.2% | +150.6% | -163.8% | -39.6% |
| 10Y | -50.6% | +343.1% | -393.7% | -74.1% |
| All | -42.5% | +442.1% | -484.7% | -73.9% |
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