-55.6%
KHC vs FDS
+64.8%
-120.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | -1.0% | -14.0% | +13.0% | +3.0% |
| 30D | +1.9% | -6.2% | +8.1% | +3.5% |
| 3M | +3.2% | +10.2% | -7.0% | +0.2% |
| 6M | +10.0% | +27.4% | -17.5% | +1.4% |
| YTD | +6.7% | -9.3% | +16.0% | +7.7% |
| 1Y | -0.9% | -28.6% | +27.8% | +7.1% |
| 3Y | -13.6% | -36.8% | +23.3% | -4.2% |
| 5Y | -12.8% | -28.6% | +15.8% | -10.0% |
| All | -55.6% | +64.8% | -120.4% | -65.5% |
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