-14.8%
KHC vs ROIV
+378.2%
-393.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.2% | -9.0% | -2.9% |
| 7D | +1.1% | +5.3% | -4.2% | +1.0% |
| 30D | +12.0% | +11.9% | +0.1% | +11.8% |
| 3M | +0.2% | +10.7% | -10.5% | 0.0% |
| 6M | +10.3% | +34.9% | -24.6% | +9.8% |
| YTD | +6.7% | +79.2% | -72.4% | +5.6% |
| 1Y | +10.9% | +89.0% | -78.2% | +9.6% |
| 3Y | -12.6% | +337.3% | -350.0% | -14.8% |
| All | -14.8% | +378.2% | -393.1% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling