-15.8%
KHC vs FAST
+110.9%
-126.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.4% |
| 7D | -2.0% | +3.8% | -5.9% | -2.8% |
| 30D | +9.7% | +8.1% | +1.6% | +7.9% |
| 3M | -2.0% | +5.8% | -7.8% | -3.2% |
| 6M | +5.4% | +24.9% | -19.4% | +0.5% |
| YTD | +5.9% | +38.9% | -33.0% | -1.6% |
| 1Y | +7.5% | +36.5% | -29.0% | +0.2% |
| 3Y | -12.4% | +98.1% | -110.6% | -24.2% |
| 5Y | -15.8% | +109.3% | -125.2% | -30.5% |
| All | -15.8% | +110.9% | -126.7% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling