-52.3%
KHC vs FLEX
+658.8%
-711.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | -0.1% |
| 7D | -4.6% | +2.2% | -6.8% | -4.9% |
| 30D | +8.1% | -32.6% | +40.7% | +10.8% |
| 3M | 0.0% | -35.5% | +35.5% | +2.6% |
| 6M | +7.9% | -45.6% | +53.5% | +11.5% |
| YTD | +5.3% | +30.7% | -25.4% | -1.9% |
| 1Y | +5.1% | +28.4% | -23.3% | -2.1% |
| 3Y | -12.8% | +301.7% | -314.5% | -32.3% |
| 5Y | -16.2% | +473.3% | -489.5% | -39.8% |
| 10Y | -52.3% | +651.7% | -704.0% | -70.0% |
| All | -52.3% | +658.8% | -711.1% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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