+375.2%
FERG vs KHC
-42.4%
+417.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.7% |
| 7D | +8.2% | -3.3% | +11.5% | +8.3% |
| 30D | +14.4% | +9.1% | +5.2% | +13.9% |
| 3M | +4.3% | +1.4% | +3.0% | +4.2% |
| 6M | +7.9% | +8.4% | -0.5% | +7.3% |
| YTD | +16.3% | +6.2% | +10.1% | +15.7% |
| 1Y | +2.2% | +5.7% | -3.4% | +1.8% |
| 3Y | +67.3% | -12.0% | +79.3% | +67.5% |
| 5Y | +75.3% | -15.3% | +90.7% | +76.0% |
| 10Y | +421.0% | -51.8% | +472.9% | +449.0% |
| All | +375.2% | -42.4% | +417.6% | +392.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling