-54.3%
KHC vs FCEL
-99.1%
+44.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.7% | +5.5% | -1.1% |
| 7D | -4.8% | +15.1% | -19.9% | -5.0% |
| 30D | +0.3% | -16.4% | +16.7% | +0.4% |
| 3M | +6.7% | -5.3% | +12.0% | +6.2% |
| 6M | +4.2% | +124.5% | -120.4% | +1.7% |
| YTD | +6.7% | +126.7% | -119.9% | +4.0% |
| 1Y | -1.4% | +219.9% | -221.3% | -4.9% |
| 3Y | -11.8% | -61.6% | +49.9% | -13.1% |
| 5Y | -13.4% | -90.5% | +77.2% | -13.7% |
| 10Y | -54.3% | -99.1% | +44.8% | -54.1% |
| All | -54.3% | -99.1% | +44.9% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 10y: compounded portfolio wealth divided by compounded FCEL 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…
10y analysis · Full analysis span regression · 6 months rolling