+7.5%
KHC vs FAST
+38.3%
-30.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.6% |
| 7D | +2.0% | +4.2% | -2.1% | +1.5% |
| 30D | +10.6% | +6.7% | +3.9% | +9.8% |
| 3M | +0.5% | +8.0% | -7.5% | -0.3% |
| 6M | +12.1% | +27.4% | -15.4% | +8.0% |
| YTD | +8.9% | +40.5% | -31.6% | +6.0% |
| 1Y | +7.5% | +38.4% | -30.9% | +4.8% |
| All | +7.5% | +38.3% | -30.8% | +4.8% |
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