-13.7%
KHC vs FIVE
+42.3%
-56.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.1% |
| 7D | -4.6% | -0.5% | -4.1% | -4.6% |
| 30D | +8.1% | +17.4% | -9.3% | +8.0% |
| 3M | 0.0% | +7.0% | -7.0% | -0.1% |
| 6M | +7.9% | +20.5% | -12.5% | +7.8% |
| YTD | +5.3% | +33.1% | -27.9% | +5.1% |
| 1Y | +5.1% | +67.1% | -62.0% | +4.7% |
| All | -13.7% | +42.3% | -56.0% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling