-52.3%
KHC vs FCEL
-99.0%
+46.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.4% | +0.1% |
| 7D | -4.6% | +3.9% | -8.5% | -4.7% |
| 30D | +8.1% | -33.1% | +41.2% | +8.5% |
| 3M | 0.0% | -43.0% | +43.0% | +0.4% |
| 6M | +7.9% | -31.3% | +39.2% | +7.3% |
| YTD | +5.3% | +49.8% | -44.5% | +2.9% |
| 1Y | +5.1% | +48.2% | -43.1% | +2.6% |
| 3Y | -12.8% | -64.6% | +51.8% | -14.3% |
| 5Y | -16.2% | -96.7% | +80.5% | -15.0% |
| 10Y | -52.3% | -99.0% | +46.8% | -53.5% |
| All | -52.3% | -99.0% | +46.7% | -53.5% |
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