+0.5%
FERG vs KHC
-2.1%
+2.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.4% |
| 6M | -2.3% | +6.6% | -8.9% | -2.7% |
| YTD | +0.8% | +5.8% | -5.0% | +0.6% |
| 1Y | +0.5% | -2.2% | +2.7% | +2.5% |
| All | +0.5% | -2.1% | +2.5% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling