-43.1%
KHC vs FDS
+110.5%
-153.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.3% |
| 7D | -1.8% | -1.9% | +0.1% | -1.3% |
| 30D | -1.9% | +9.0% | -10.9% | -4.3% |
| 3M | +14.4% | +18.9% | -4.5% | +8.4% |
| 6M | +8.7% | +35.1% | -26.4% | -1.6% |
| YTD | +7.8% | +5.5% | +2.3% | +4.3% |
| 1Y | -1.5% | -16.8% | +15.3% | +2.2% |
| 3Y | -9.9% | -28.1% | +18.2% | -3.1% |
| 5Y | -10.7% | -17.4% | +6.7% | -11.3% |
| 10Y | -55.7% | +85.4% | -141.1% | -69.1% |
| All | -43.1% | +110.5% | -153.6% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling