-52.3%
KHC vs FDS
+132.8%
-185.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.6% |
| 7D | -4.6% | -2.1% | -2.5% | -4.0% |
| 30D | +8.1% | +16.0% | -7.9% | +3.9% |
| 3M | 0.0% | +18.8% | -18.8% | -4.9% |
| 6M | +7.9% | +54.1% | -46.2% | -5.1% |
| YTD | +5.3% | +17.0% | -11.7% | -1.0% |
| 1Y | +5.1% | +25.5% | -20.4% | -3.6% |
| 3Y | -12.8% | -23.3% | +10.5% | -7.9% |
| 5Y | -16.2% | -22.6% | +6.4% | -13.5% |
| 10Y | -52.3% | +130.2% | -182.5% | -67.0% |
| All | -52.3% | +132.8% | -185.0% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling