-44.1%
KHC vs FCEL
-99.7%
+55.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.6% | -9.4% | -0.9% |
| 7D | -2.0% | +3.0% | -5.1% | -2.1% |
| 30D | +9.7% | -40.0% | +49.6% | +10.2% |
| 3M | -2.0% | -47.0% | +45.0% | -1.5% |
| 6M | +5.4% | -21.0% | +26.4% | +4.5% |
| YTD | +5.9% | +48.0% | -42.1% | +3.4% |
| 1Y | +7.5% | +43.9% | -36.4% | +4.8% |
| 3Y | -12.4% | -67.5% | +55.1% | -13.9% |
| 5Y | -15.8% | -96.7% | +80.8% | -14.6% |
| 10Y | -54.1% | -99.0% | +44.9% | -54.0% |
| All | -44.1% | -99.7% | +55.6% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling