-3.1%
KHC vs FIVE
+66.7%
-69.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.1% | -7.3% | -2.2% |
| 7D | -3.3% | +4.3% | -7.6% | -3.3% |
| 30D | -3.4% | +12.5% | -15.9% | -3.2% |
| 3M | +12.6% | +31.2% | -18.6% | +13.0% |
| 6M | +7.0% | +14.4% | -7.4% | +7.5% |
| YTD | +6.1% | +33.9% | -27.8% | +7.0% |
| 1Y | -3.1% | +65.1% | -68.1% | -2.9% |
| All | -3.1% | +66.7% | -69.8% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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