-55.4%
KHC vs FLEX
+1,059.7%
-1,115.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -0.2% |
| 7D | -2.2% | +7.0% | -9.2% | -2.8% |
| 30D | -0.1% | -5.8% | +5.7% | +0.3% |
| 3M | +8.3% | -24.2% | +32.6% | +10.2% |
| 6M | +5.0% | +90.8% | -85.8% | -4.1% |
| YTD | +8.0% | +89.2% | -81.2% | -1.6% |
| 1Y | -1.1% | +104.7% | -105.8% | -11.2% |
| 3Y | -10.7% | +478.1% | -488.8% | -32.5% |
| 5Y | -13.5% | +726.2% | -739.7% | -39.4% |
| 10Y | -55.4% | +1,060.6% | -1,116.0% | -74.0% |
| All | -55.4% | +1,059.7% | -1,115.1% | -74.0% |
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