-10.7%
KHC vs FCUV
-98.9%
+88.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +136.0% | -133.4% | +2.7% |
| 7D | +2.0% | +148.8% | -146.7% | +2.2% |
| 30D | +10.6% | +95.0% | -84.4% | +10.7% |
| 3M | +0.5% | +27.8% | -27.3% | +0.7% |
| 6M | +12.1% | +121.0% | -108.9% | +13.2% |
| YTD | +8.9% | -78.1% | +87.1% | +10.2% |
| 1Y | +7.5% | -94.3% | +101.7% | +8.6% |
| 3Y | -10.7% | -98.9% | +88.2% | -8.5% |
| All | -10.7% | -98.9% | +88.2% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 3y: compounded portfolio wealth divided by compounded FCUV 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…
3y analysis · Full analysis span regression · 6 months rolling