-56.3%
FIG vs KHC
+7.4%
-63.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.5% |
| 7D | -12.6% | -2.0% | -10.6% | -11.7% |
| 30D | -13.8% | +9.7% | -23.4% | -17.5% |
| 3M | -16.7% | -2.0% | -14.7% | -16.3% |
| 6M | -6.1% | +5.4% | -11.5% | -6.2% |
| YTD | -48.1% | +5.9% | -54.0% | -48.1% |
| All | -56.3% | +7.4% | -63.7% | -56.4% |
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