-10.1%
KHC vs FAST
+91.5%
-101.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +5.9% | +0.7% | +5.3% | +5.8% |
| 30D | +14.9% | +4.6% | +10.3% | +13.8% |
| 3M | 0.0% | +6.4% | -6.4% | -1.4% |
| 6M | +16.2% | +20.6% | -4.4% | +11.2% |
| YTD | +9.8% | +34.7% | -24.9% | +2.1% |
| 1Y | +12.1% | +29.7% | -17.6% | +5.2% |
| All | -10.1% | +91.5% | -101.6% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling