-55.4%
KHC vs FDX
+178.0%
-233.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.8% |
| 7D | -2.2% | -3.3% | +1.1% | -1.5% |
| 30D | -0.1% | -1.4% | +1.3% | +0.1% |
| 3M | +8.3% | -4.5% | +12.9% | +9.2% |
| 6M | +5.0% | +9.4% | -4.5% | +2.4% |
| YTD | +8.0% | +36.0% | -28.0% | +0.2% |
| 1Y | -1.1% | +75.5% | -76.6% | -13.5% |
| 3Y | -10.7% | +62.8% | -73.5% | -22.7% |
| 5Y | -13.5% | +64.4% | -77.9% | -27.1% |
| 10Y | -55.4% | +175.5% | -230.9% | -70.8% |
| All | -55.4% | +178.0% | -233.4% | -70.8% |
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