+7.0%
KHC vs FFIV
+28.8%
-21.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -0.6% |
| 7D | -2.0% | -2.1% | 0.0% | -2.2% |
| 30D | +9.7% | -33.8% | +43.4% | +7.2% |
| 3M | -2.0% | -20.6% | +18.6% | -3.0% |
| 6M | +5.4% | -10.2% | +15.7% | +3.9% |
| YTD | +5.9% | +24.5% | -18.6% | +5.9% |
| All | +7.0% | +28.8% | -21.8% | +7.0% |
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