-44.0%
KHC vs FIVN
+415.4%
-459.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.8% |
| 7D | -3.3% | -17.4% | +14.1% | -2.6% |
| 30D | +9.1% | -20.4% | +29.5% | +10.0% |
| 3M | +1.4% | -9.6% | +11.0% | +1.6% |
| 6M | +8.4% | +34.7% | -26.3% | +6.7% |
| YTD | +6.2% | +40.6% | -34.4% | +4.0% |
| 1Y | +5.7% | +34.3% | -28.6% | +3.7% |
| 3Y | -12.0% | -55.5% | +43.4% | -11.4% |
| 5Y | -15.3% | -82.5% | +67.1% | -12.2% |
| 10Y | -51.8% | +93.2% | -145.1% | -58.5% |
| All | -44.0% | +415.4% | -459.3% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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