-55.8%
KHC vs FAST
+492.5%
-548.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.9% |
| 7D | -1.8% | -0.4% | -1.4% | -1.7% |
| 30D | -1.9% | -0.8% | -1.1% | -1.8% |
| 3M | +14.4% | +5.8% | +8.6% | +12.2% |
| 6M | +8.7% | +8.0% | +0.7% | +5.7% |
| YTD | +7.8% | +25.6% | -17.9% | -0.1% |
| 1Y | -1.5% | +0.8% | -2.3% | -2.7% |
| 3Y | -9.9% | +86.1% | -96.0% | -27.2% |
| 5Y | -10.7% | +100.2% | -110.9% | -30.9% |
| All | -55.8% | +492.5% | -548.3% | -72.5% |
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