-3.0%
KHC vs ROIV
+276.5%
-279.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.7% | +2.6% |
| 7D | +2.0% | +1.7% | +0.4% | +2.0% |
| 30D | +10.6% | +17.6% | -7.0% | +10.5% |
| 3M | +0.5% | +9.0% | -8.4% | +0.4% |
| 6M | +12.1% | +35.3% | -23.2% | +11.6% |
| YTD | +8.9% | +82.2% | -73.3% | +8.0% |
| 1Y | +7.5% | +92.3% | -84.8% | +6.5% |
| 3Y | -10.7% | +336.8% | -347.5% | -12.5% |
| 5Y | -13.2% | +370.6% | -383.8% | -15.7% |
| All | -3.0% | +276.5% | -279.5% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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