-43.1%
KHC vs FCUV
-97.9%
+54.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -13.7% | +13.0% | -0.7% |
| 7D | -1.8% | +62.8% | -64.6% | -1.7% |
| 30D | -1.9% | +66.5% | -68.4% | -1.8% |
| 3M | +14.4% | +459.9% | -445.6% | +15.0% |
| 6M | +8.7% | -12.4% | +21.1% | +9.3% |
| YTD | +7.8% | -47.5% | +55.3% | +8.3% |
| 1Y | -1.5% | -80.5% | +79.0% | -1.1% |
| 3Y | -9.9% | -97.6% | +87.8% | -9.5% |
| 5Y | -10.7% | -99.5% | +88.8% | -10.4% |
| 10Y | -55.7% | -95.8% | +40.0% | -54.7% |
| All | -43.1% | -97.9% | +54.7% | -41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling