-79.1%
FIG vs KHC
-4.0%
-75.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.1% |
| 7D | -16.3% | -1.8% | -14.5% | -15.8% |
| 30D | -14.3% | -1.9% | -12.4% | -13.8% |
| 3M | +7.2% | +14.4% | -7.2% | +5.2% |
| 6M | -18.6% | +8.7% | -27.3% | -19.4% |
| YTD | -35.5% | +7.8% | -43.2% | -36.1% |
| 1Y | -55.8% | -1.5% | -54.3% | -54.5% |
| All | -79.1% | -4.0% | -75.1% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling