-13.5%
KHC vs FCEL
-90.2%
+76.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +18.8% | -18.6% | +0.3% |
| 7D | -2.2% | +4.0% | -6.2% | -2.2% |
| 30D | -0.1% | -13.1% | +13.0% | -0.1% |
| 3M | +8.3% | +14.6% | -6.2% | +8.0% |
| 6M | +5.0% | +133.7% | -128.7% | +3.7% |
| YTD | +8.0% | +143.0% | -135.0% | +6.5% |
| 1Y | -1.1% | +320.9% | -322.0% | -3.4% |
| 3Y | -10.7% | -58.9% | +48.2% | -12.0% |
| 5Y | -13.5% | -89.7% | +76.1% | -14.2% |
| All | -13.5% | -90.2% | +76.6% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling