-55.8%
FIG vs KHC
-3.0%
-52.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.1% | -3.6% |
| 7D | -16.3% | -3.3% | -13.0% | -15.4% |
| 30D | -14.3% | -3.4% | -10.9% | -13.5% |
| 3M | +7.2% | +12.6% | -5.4% | +8.1% |
| 6M | -18.6% | +7.0% | -25.6% | -18.0% |
| YTD | -35.5% | +6.1% | -41.5% | -35.4% |
| 1Y | -55.8% | -3.1% | -52.7% | -57.0% |
| All | -55.8% | -3.0% | -52.8% | -57.0% |
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 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