-5.6%
KHC vs ROIV
+287.3%
-293.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.4% | -0.8% |
| 7D | -2.0% | +13.3% | -15.4% | -2.1% |
| 30D | +9.7% | +14.8% | -5.1% | +9.5% |
| 3M | -2.0% | +11.9% | -13.9% | -2.1% |
| 6M | +5.4% | +42.4% | -37.0% | +5.0% |
| YTD | +5.9% | +87.4% | -81.5% | +5.0% |
| 1Y | +7.5% | +97.2% | -89.8% | +6.4% |
| 3Y | -12.4% | +375.7% | -388.1% | -14.2% |
| 5Y | -15.8% | +379.0% | -394.9% | -18.3% |
| All | -5.6% | +287.3% | -293.0% | -9.5% |
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