-14.8%
KHC vs FLEX
+409.9%
-424.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.6% | -7.4% | -2.7% |
| 7D | +1.1% | -19.3% | +20.4% | +0.5% |
| 30D | +12.0% | -41.5% | +53.5% | +10.9% |
| 3M | +0.2% | -43.1% | +43.3% | -0.7% |
| 6M | +10.3% | -48.2% | +58.6% | +9.2% |
| YTD | +6.7% | +15.5% | -8.7% | +4.9% |
| 1Y | +10.9% | +10.2% | +0.6% | +9.0% |
| 3Y | -12.6% | +256.8% | -269.4% | -19.2% |
| All | -14.8% | +409.9% | -424.7% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling