-43.7%
KHC vs FIVE
+512.9%
-556.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.8% |
| 7D | +1.1% | -0.3% | +1.4% | +1.1% |
| 30D | +12.0% | +17.7% | -5.7% | +10.0% |
| 3M | +0.2% | +4.0% | -3.8% | -0.4% |
| 6M | +10.3% | +2.6% | +7.7% | +9.5% |
| YTD | +6.7% | +27.6% | -20.8% | +3.1% |
| 1Y | +10.9% | +59.9% | -49.1% | +4.3% |
| 3Y | -12.6% | +35.8% | -48.4% | -18.2% |
| 5Y | -16.3% | +14.4% | -30.7% | -21.4% |
| 10Y | -53.2% | +576.1% | -629.4% | -70.3% |
| All | -43.7% | +512.9% | -556.5% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling