-13.6%
KHC vs FANG
+45.3%
-58.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -1.0% | +2.9% | -3.9% | -1.1% |
| 30D | +1.9% | +2.6% | -0.7% | +1.8% |
| 3M | +3.2% | +7.6% | -4.4% | +2.8% |
| 6M | +10.0% | +17.3% | -7.4% | +8.4% |
| YTD | +6.7% | +38.7% | -32.0% | +3.9% |
| 1Y | -0.9% | +51.6% | -52.5% | -4.2% |
| 3Y | -13.6% | +50.0% | -63.5% | -17.7% |
| All | -13.6% | +45.3% | -58.8% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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