+348.1%
FERG vs KHC
-54.5%
+402.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | -1.0% | -2.5% | +1.5% | -0.9% |
| 30D | -11.8% | +0.5% | -12.3% | -11.9% |
| 3M | -1.2% | +3.0% | -4.3% | -1.5% |
| 6M | -2.3% | +6.6% | -8.9% | -2.8% |
| YTD | +0.8% | +5.8% | -5.0% | +0.3% |
| 1Y | +0.5% | -2.2% | +2.7% | +0.4% |
| 3Y | +51.4% | -12.5% | +63.9% | +51.6% |
| 5Y | +67.5% | -13.6% | +81.1% | +68.3% |
| All | +348.1% | -54.5% | +402.6% | +364.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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