-54.1%
KHC vs FDX
+160.0%
-214.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.2% | -1.5% |
| 7D | -2.0% | +0.2% | -2.2% | -2.1% |
| 30D | +9.7% | +9.3% | +0.4% | +7.6% |
| 3M | -2.0% | +0.5% | -2.5% | -2.3% |
| 6M | +5.4% | +5.3% | +0.1% | +3.9% |
| YTD | +5.9% | +38.6% | -32.7% | -2.2% |
| 1Y | +7.5% | +53.5% | -46.1% | -3.1% |
| 3Y | -12.4% | +74.2% | -86.6% | -25.3% |
| 5Y | -15.8% | +75.3% | -91.1% | -30.2% |
| 10Y | -54.1% | +156.3% | -210.3% | -66.5% |
| All | -54.1% | +160.0% | -214.1% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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