-10.3%
KHC vs FFIV
+91.3%
-101.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.8% | -1.0% | -0.8% | -1.7% |
| 30D | -1.9% | -5.1% | +3.2% | -1.7% |
| 3M | +14.4% | -4.5% | +18.8% | +14.5% |
| 6M | +8.7% | +36.5% | -27.8% | +6.4% |
| YTD | +7.8% | +53.0% | -45.2% | +4.7% |
| 1Y | -1.5% | +24.2% | -25.7% | -3.2% |
| 3Y | -9.9% | +137.2% | -147.1% | -16.5% |
| All | -10.3% | +91.3% | -101.6% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling