-43.7%
KHC vs FDX
+166.6%
-210.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -2.2% |
| 7D | +1.1% | -1.6% | +2.7% | +1.5% |
| 30D | +12.0% | +6.6% | +5.4% | +10.4% |
| 3M | +0.2% | -2.1% | +2.2% | +0.5% |
| 6M | +10.3% | +2.2% | +8.2% | +9.4% |
| YTD | +6.7% | +33.9% | -27.2% | -1.0% |
| 1Y | +10.9% | +50.2% | -39.4% | 0.0% |
| 3Y | -12.6% | +65.5% | -78.2% | -25.1% |
| 5Y | -16.3% | +74.1% | -90.4% | -31.4% |
| 10Y | -53.2% | +156.7% | -209.9% | -69.9% |
| All | -43.7% | +166.6% | -210.3% | -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