-1.1%
KHC vs FDS
-20.8%
+19.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +0.8% |
| 7D | -2.2% | -5.4% | +3.2% | -1.5% |
| 30D | -0.1% | +1.6% | -1.7% | -0.4% |
| 3M | +8.3% | +17.7% | -9.4% | +6.1% |
| 6M | +5.0% | +29.1% | -24.1% | +2.0% |
| YTD | +8.0% | +1.0% | +7.0% | +6.3% |
| 1Y | -1.1% | -21.6% | +20.5% | -4.4% |
| All | -1.1% | -20.8% | +19.7% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling