+378.1%
FERG vs KHC
-41.0%
+419.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.5% |
| 7D | +9.7% | +2.0% | +7.7% | +9.6% |
| 30D | +15.0% | +10.6% | +4.4% | +14.4% |
| 3M | +3.8% | +0.5% | +3.2% | +3.7% |
| 6M | +10.6% | +12.1% | -1.4% | +9.8% |
| YTD | +17.0% | +8.9% | +8.1% | +16.2% |
| 1Y | +7.1% | +7.5% | -0.4% | +6.5% |
| 3Y | +67.7% | -10.7% | +78.5% | +67.8% |
| 5Y | +76.4% | -13.2% | +89.6% | +76.8% |
| 10Y | +424.2% | -50.6% | +474.9% | +451.6% |
| All | +378.1% | -41.0% | +419.1% | +395.0% |
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 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