-4.0%
KHC vs ROIV
+232.7%
-236.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.7% |
| 7D | -1.8% | +0.6% | -2.4% | -1.8% |
| 30D | -1.9% | +1.0% | -2.8% | -1.9% |
| 3M | +14.4% | +18.3% | -3.9% | +14.1% |
| 6M | +8.7% | +18.3% | -9.6% | +8.4% |
| YTD | +7.8% | +61.0% | -53.2% | +7.0% |
| 1Y | -1.5% | +177.9% | -179.4% | -3.0% |
| 3Y | -9.9% | +199.1% | -208.9% | -11.6% |
| 5Y | -10.7% | +250.7% | -261.4% | -14.3% |
| All | -4.0% | +232.7% | -236.6% | -7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling