-43.1%
KHC vs FIVE
+543.2%
-586.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.8% | -1.2% |
| 7D | -1.8% | +4.3% | -6.0% | -2.2% |
| 30D | -1.9% | +12.5% | -14.4% | -3.2% |
| 3M | +14.4% | +31.2% | -16.8% | +10.9% |
| 6M | +8.7% | +14.4% | -5.6% | +6.6% |
| YTD | +7.8% | +33.9% | -26.1% | +3.7% |
| 1Y | -1.5% | +65.1% | -66.6% | -7.7% |
| 3Y | -9.9% | +49.0% | -58.8% | -16.6% |
| 5Y | -10.7% | +30.3% | -41.0% | -18.0% |
| 10Y | -55.7% | +481.1% | -536.8% | -70.8% |
| All | -43.1% | +543.2% | -586.3% | -64.3% |
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