-10.7%
KHC vs FLEX
+281.5%
-292.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.0% | +6.6% | +2.3% |
| 7D | +2.0% | +7.5% | -5.4% | +2.5% |
| 30D | +10.6% | -25.3% | +35.9% | +9.5% |
| 3M | +0.5% | -39.7% | +40.2% | -1.3% |
| 6M | +12.1% | -47.9% | +59.9% | +9.8% |
| YTD | +8.9% | +24.1% | -15.2% | +9.2% |
| 1Y | +7.5% | +26.0% | -18.5% | +7.8% |
| 3Y | -10.7% | +282.7% | -293.4% | -7.6% |
| All | -10.7% | +281.5% | -292.2% | -7.6% |
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