-58.1%
FIG vs KHC
+6.6%
-64.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.2% | -3.6% |
| 7D | -11.4% | -1.1% | -10.3% | -10.9% |
| 30D | -17.2% | +8.8% | -26.0% | -20.4% |
| 3M | -26.6% | -1.2% | -25.4% | -26.4% |
| 6M | -9.8% | +4.6% | -14.5% | -9.6% |
| YTD | -50.1% | +5.1% | -55.3% | -50.0% |
| 1Y | -58.1% | +6.2% | -64.3% | -58.0% |
| All | -58.1% | +6.6% | -64.6% | -58.0% |
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