-54.3%
KHC vs AVAV
+361.4%
-415.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +10.5% | -13.3% | -3.2% |
| 7D | +1.1% | -10.6% | +11.7% | +1.5% |
| 30D | +12.0% | -18.8% | +30.8% | +12.8% |
| 3M | +0.2% | -34.1% | +34.3% | +1.8% |
| 6M | +10.3% | -35.3% | +45.7% | +11.8% |
| YTD | +6.7% | -53.4% | +60.1% | +9.0% |
| 1Y | +10.9% | -65.6% | +76.5% | +14.9% |
| 3Y | -12.6% | -5.1% | -7.6% | -17.1% |
| 5Y | -16.3% | +18.5% | -34.8% | -23.5% |
| All | -54.3% | +361.4% | -415.7% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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