-52.3%
KHC vs FFIV
+130.1%
-182.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | 0.0% |
| 7D | -4.6% | -2.9% | -1.7% | -4.2% |
| 30D | +8.1% | -32.4% | +40.5% | +13.4% |
| 3M | 0.0% | -22.7% | +22.7% | +2.7% |
| 6M | +7.9% | -10.7% | +18.6% | +7.9% |
| YTD | +5.3% | +25.4% | -20.1% | -1.0% |
| 1Y | +5.1% | +34.2% | -29.1% | -2.4% |
| 3Y | -12.8% | +101.2% | -114.0% | -27.1% |
| 5Y | -16.2% | +42.0% | -58.2% | -25.3% |
| 10Y | -52.3% | +126.7% | -179.0% | -66.3% |
| All | -52.3% | +130.1% | -182.3% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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