-43.7%
KHC vs FDS
+128.6%
-172.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.7% | +0.9% | -1.8% |
| 7D | +1.1% | -0.5% | +1.6% | +1.3% |
| 30D | +12.0% | +20.2% | -8.2% | +6.4% |
| 3M | +0.2% | +19.9% | -19.7% | -5.2% |
| 6M | +10.3% | +56.2% | -45.8% | -4.0% |
| YTD | +6.7% | +14.6% | -7.8% | +0.7% |
| 1Y | +10.9% | +31.6% | -20.7% | -0.4% |
| 3Y | -12.6% | -23.8% | +11.2% | -7.7% |
| 5Y | -16.3% | -22.6% | +6.3% | -13.9% |
| 10Y | -53.2% | +139.3% | -192.6% | -70.6% |
| All | -43.7% | +128.6% | -172.3% | -64.5% |
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 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