-83.7%
FIG vs KHC
-4.9%
-78.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.8% | +4.8% | +3.2% |
| 7D | -13.1% | +1.1% | -14.2% | -13.4% |
| 30D | -13.0% | +12.0% | -25.0% | -16.8% |
| 3M | -21.5% | +0.2% | -21.7% | -21.9% |
| 6M | -2.5% | +10.3% | -12.8% | -3.8% |
| YTD | -49.7% | +6.7% | -56.4% | -50.1% |
| 1Y | -59.1% | +10.9% | -69.9% | -59.6% |
| All | -83.7% | -4.9% | -78.8% | -83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling