-1.1%
KHC vs FFIV
+23.1%
-24.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.2% | -1.5% | -0.7% | -2.3% |
| 30D | -0.1% | -2.7% | +2.6% | -0.2% |
| 3M | +8.3% | -1.7% | +10.0% | +8.0% |
| 6M | +5.0% | +36.1% | -31.2% | +3.8% |
| YTD | +8.0% | +52.6% | -44.6% | +6.9% |
| 1Y | -1.1% | +21.5% | -22.6% | -2.3% |
| All | -1.1% | +23.1% | -24.2% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling