-54.1%
KHC vs FDS
+135.1%
-189.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -2.0% | -5.0% | +2.9% | -0.7% |
| 30D | +9.7% | +13.8% | -4.1% | +6.0% |
| 3M | -2.0% | +14.8% | -16.9% | -5.9% |
| 6M | +5.4% | +47.4% | -42.0% | -6.1% |
| YTD | +5.9% | +14.2% | -8.2% | +0.3% |
| 1Y | +7.5% | +26.6% | -19.2% | -1.8% |
| 3Y | -12.4% | -24.4% | +12.0% | -7.2% |
| 5Y | -15.8% | -22.6% | +6.8% | -13.4% |
| 10Y | -54.1% | +130.0% | -184.1% | -67.5% |
| All | -54.1% | +135.1% | -189.2% | -67.5% |
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