-42.1%
KHC vs FAST
+583.3%
-625.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +5.9% | +0.7% | +5.3% | +5.7% |
| 30D | +14.9% | +4.6% | +10.3% | +13.4% |
| 3M | 0.0% | +6.4% | -6.4% | -2.1% |
| 6M | +16.2% | +20.6% | -4.4% | +9.4% |
| YTD | +9.8% | +34.7% | -24.9% | -0.6% |
| 1Y | +12.1% | +29.7% | -17.6% | +2.6% |
| 3Y | -10.1% | +89.9% | -100.0% | -27.9% |
| 5Y | -13.9% | +105.0% | -118.8% | -34.0% |
| 10Y | -51.9% | +594.2% | -646.1% | -75.1% |
| All | -42.1% | +583.3% | -625.3% | -70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling