-43.1%
KHC vs AVAV
+427.0%
-470.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.6% |
| 7D | -1.8% | -2.2% | +0.5% | -1.7% |
| 30D | -1.9% | -13.9% | +12.1% | -1.2% |
| 3M | +14.4% | -29.2% | +43.6% | +16.0% |
| 6M | +8.7% | -36.1% | +44.9% | +10.5% |
| YTD | +7.8% | -40.2% | +48.0% | +9.2% |
| 1Y | -1.5% | -36.2% | +34.7% | -1.1% |
| 3Y | -9.9% | +47.5% | -57.4% | -17.2% |
| 5Y | -10.7% | +39.3% | -50.0% | -19.1% |
| 10Y | -55.7% | +482.6% | -538.3% | -66.7% |
| All | -43.1% | +427.0% | -470.1% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling