+12.5%
KHC vs FAST
+32.0%
-19.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.5% |
| 7D | +6.6% | +3.4% | +3.2% | +6.2% |
| 30D | +16.5% | +5.5% | +11.0% | +15.7% |
| 3M | -3.0% | +7.6% | -10.6% | -3.9% |
| 6M | +17.4% | +19.8% | -2.4% | +14.0% |
| YTD | +10.3% | +35.5% | -25.1% | +7.2% |
| 1Y | +12.5% | +31.6% | -19.2% | +10.1% |
| All | +12.5% | +32.0% | -19.5% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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