-52.0%
FIG vs KHC
+8.5%
-60.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +1.5% |
| 7D | +3.4% | +2.0% | +1.4% | +2.3% |
| 30D | -9.5% | +10.6% | -20.1% | -13.8% |
| 3M | -26.2% | +0.5% | -26.7% | -26.6% |
| 6M | +2.7% | +12.1% | -9.4% | +0.1% |
| YTD | -48.0% | +8.9% | -56.9% | -48.5% |
| 1Y | -52.0% | +7.5% | -59.5% | -53.0% |
| All | -52.0% | +8.5% | -60.5% | -53.0% |
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