-55.8%
KHC vs FFIV
+216.0%
-271.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.8% | -1.0% | -0.8% | -1.6% |
| 30D | -1.9% | -5.1% | +3.2% | -1.3% |
| 3M | +14.4% | -4.5% | +18.8% | +14.7% |
| 6M | +8.7% | +36.5% | -27.8% | +2.6% |
| YTD | +7.8% | +53.0% | -45.2% | -0.5% |
| 1Y | -1.5% | +24.2% | -25.7% | -6.1% |
| 3Y | -9.9% | +137.2% | -147.1% | -25.4% |
| 5Y | -10.7% | +91.8% | -102.5% | -24.0% |
| All | -55.8% | +216.0% | -271.8% | -69.4% |
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