-58.7%
FIG vs KHC
-1.8%
-56.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.9% |
| 7D | -14.5% | -4.8% | -9.7% | -13.1% |
| 30D | -13.3% | +0.3% | -13.6% | -13.5% |
| 3M | +7.4% | +6.7% | +0.7% | +8.3% |
| 6M | -27.8% | +4.2% | -31.9% | -28.0% |
| YTD | -41.1% | +6.7% | -47.8% | -41.2% |
| 1Y | -58.7% | -1.4% | -57.3% | -60.4% |
| All | -58.7% | -1.8% | -56.9% | -60.4% |
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