+325.8%
FERG vs KHC
-41.6%
+367.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.4% |
| 7D | 0.0% | -1.8% | +1.7% | 0.0% |
| 30D | -10.2% | -1.9% | -8.3% | -10.1% |
| 3M | -0.6% | +14.4% | -15.0% | -1.4% |
| 6M | -6.5% | +8.7% | -15.2% | -7.0% |
| YTD | +4.2% | +7.8% | -3.6% | +3.6% |
| 1Y | -2.3% | -1.5% | -0.7% | -2.3% |
| 3Y | +48.5% | -9.9% | +58.3% | +48.6% |
| 5Y | +72.0% | -10.7% | +82.7% | +72.6% |
| 10Y | +369.9% | -55.7% | +425.6% | +395.1% |
| All | +325.8% | -41.6% | +367.4% | +341.3% |
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