-16.2%
KHC vs ROIV
+421.8%
-438.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.1% |
| 7D | -4.6% | +9.5% | -14.1% | -4.7% |
| 30D | +8.1% | +21.0% | -12.9% | +7.9% |
| 3M | 0.0% | +18.7% | -18.7% | -0.2% |
| 6M | +7.9% | +44.5% | -36.6% | +7.3% |
| YTD | +5.3% | +92.9% | -87.6% | +4.1% |
| 1Y | +5.1% | +100.2% | -95.1% | +3.9% |
| 3Y | -12.8% | +375.0% | -387.8% | -15.0% |
| 5Y | -16.2% | +435.2% | -451.4% | -19.4% |
| All | -16.2% | +421.8% | -438.0% | -19.4% |
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