-43.1%
KHC vs FDX
+178.0%
-221.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -1.8% | -2.5% | +0.8% | -1.2% |
| 30D | -1.9% | +3.8% | -5.7% | -2.8% |
| 3M | +14.4% | -1.3% | +15.7% | +14.5% |
| 6M | +8.7% | +5.0% | +3.7% | +6.9% |
| YTD | +7.8% | +39.6% | -31.9% | -1.0% |
| 1Y | -1.5% | +81.1% | -82.6% | -15.0% |
| 3Y | -9.9% | +63.0% | -72.9% | -22.4% |
| 5Y | -10.7% | +65.6% | -76.3% | -25.5% |
| 10Y | -55.7% | +183.4% | -239.1% | -72.4% |
| All | -43.1% | +178.0% | -221.1% | -63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling