-43.1%
KHC vs FAST
+537.4%
-580.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.9% |
| 7D | -1.8% | -0.4% | -1.4% | -1.7% |
| 30D | -1.9% | -0.8% | -1.1% | -1.8% |
| 3M | +14.4% | +5.8% | +8.6% | +12.1% |
| 6M | +8.7% | +8.0% | +0.7% | +5.6% |
| YTD | +7.8% | +25.6% | -17.9% | -0.3% |
| 1Y | -1.5% | +0.8% | -2.3% | -2.7% |
| 3Y | -9.9% | +86.1% | -96.0% | -27.6% |
| 5Y | -10.7% | +100.2% | -110.9% | -31.3% |
| 10Y | -55.7% | +494.2% | -549.9% | -75.8% |
| All | -43.1% | +537.4% | -580.6% | -70.7% |
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 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