-51.2%
KHC vs FAST
+546.1%
-597.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -3.3% | +5.0% | -8.3% | -4.7% |
| 30D | +9.1% | +8.6% | +0.6% | +6.4% |
| 3M | +1.4% | +6.9% | -5.5% | -0.8% |
| 6M | +8.4% | +29.6% | -21.2% | -0.2% |
| YTD | +6.2% | +41.4% | -35.2% | -5.3% |
| 1Y | +5.7% | +38.5% | -32.8% | -5.2% |
| 3Y | -12.0% | +98.7% | -110.8% | -30.6% |
| 5Y | -15.3% | +108.0% | -123.4% | -35.4% |
| All | -51.2% | +546.1% | -597.2% | -73.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling