-14.8%
KHC vs FDS
-22.8%
+7.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.7% | +0.9% | -2.1% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | +12.0% | +20.2% | -8.2% | +8.7% |
| 3M | +0.2% | +19.9% | -19.7% | -3.0% |
| 6M | +10.3% | +56.2% | -45.8% | +2.3% |
| YTD | +6.7% | +14.6% | -7.8% | +3.6% |
| 1Y | +10.9% | +31.6% | -20.7% | +4.4% |
| 3Y | -12.6% | -23.8% | +11.2% | -9.1% |
| All | -14.8% | -22.8% | +7.9% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling