-43.7%
KHC vs FAST
+584.4%
-628.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | +1.1% | +2.1% | -1.0% | +0.5% |
| 30D | +12.0% | +6.9% | +5.1% | +9.7% |
| 3M | +0.2% | +4.8% | -4.7% | -1.4% |
| 6M | +10.3% | +19.8% | -9.4% | +4.1% |
| YTD | +6.7% | +34.9% | -28.2% | -3.4% |
| 1Y | +10.9% | +32.8% | -21.9% | +0.8% |
| 3Y | -12.6% | +93.7% | -106.4% | -30.5% |
| 5Y | -16.3% | +105.3% | -121.6% | -35.8% |
| 10Y | -53.2% | +595.4% | -648.6% | -75.8% |
| All | -43.7% | +584.4% | -628.1% | -71.6% |
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