-13.5%
KHC vs FCUV
-99.2%
+85.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.0% | +5.9% | -1.2% |
| 7D | -4.8% | -63.8% | +59.0% | -4.9% |
| 30D | +0.3% | -14.7% | +15.0% | +0.4% |
| 3M | +6.7% | +65.3% | -58.6% | +7.8% |
| 6M | +4.2% | -68.5% | +72.7% | +5.4% |
| YTD | +6.7% | -83.0% | +89.8% | +7.9% |
| 1Y | -1.4% | -94.4% | +93.0% | -0.5% |
| All | -13.5% | -99.2% | +85.7% | -13.6% |
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