-52.4%
KHC vs FIVE
+562.8%
-615.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.1% | +7.3% | -8.5% | -1.9% |
| 30D | +8.8% | +18.1% | -9.2% | +7.0% |
| 3M | -1.2% | +7.7% | -8.9% | -2.1% |
| 6M | +4.6% | +13.6% | -9.0% | +2.9% |
| YTD | +5.1% | +34.6% | -29.5% | +1.2% |
| 1Y | +6.2% | +66.2% | -60.0% | -0.1% |
| 3Y | -12.9% | +43.5% | -56.4% | -18.5% |
| 5Y | -16.8% | +20.7% | -37.4% | -21.7% |
| 10Y | -52.4% | +541.5% | -593.9% | -66.7% |
| All | -52.4% | +562.8% | -615.2% | -66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling