-10.1%
KHC vs FLEX
+446.9%
-457.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.6% |
| 7D | -1.8% | -0.9% | -0.9% | -1.8% |
| 30D | -1.9% | -10.1% | +8.3% | -2.2% |
| 3M | +14.4% | -31.3% | +45.7% | +13.5% |
| 6M | +8.7% | +71.3% | -62.5% | +10.4% |
| YTD | +7.8% | +81.2% | -73.5% | +9.6% |
| 1Y | -1.5% | +98.5% | -100.0% | +0.3% |
| All | -10.1% | +446.9% | -457.1% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling