+7.9%
FERG vs KHC
+8.0%
-0.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.6% |
| 7D | +8.2% | -3.3% | +11.5% | +8.2% |
| 30D | +14.4% | +9.1% | +5.2% | +14.9% |
| 3M | +4.3% | +1.4% | +3.0% | +4.1% |
| 6M | +7.9% | +8.4% | -0.5% | +10.1% |
| All | +7.9% | +8.0% | -0.2% | +10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling