-43.1%
KHC vs FCEL
-99.6%
+56.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.7% |
| 7D | -1.8% | -15.8% | +14.1% | -1.6% |
| 30D | -1.9% | -29.3% | +27.4% | -1.5% |
| 3M | +14.4% | -30.1% | +44.5% | +14.3% |
| 6M | +8.7% | +74.4% | -65.7% | +6.4% |
| YTD | +7.8% | +104.5% | -96.7% | +5.0% |
| 1Y | -1.5% | +281.4% | -282.9% | -5.6% |
| 3Y | -9.9% | -66.1% | +56.2% | -11.2% |
| 5Y | -10.7% | -91.9% | +81.1% | -10.9% |
| 10Y | -55.7% | -99.2% | +43.5% | -54.9% |
| All | -43.1% | -99.6% | +56.5% | -41.5% |
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 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