-54.1%
KHC vs FE
+108.0%
-162.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -2.0% | -1.1% | -0.9% | -1.6% |
| 30D | +9.7% | +4.6% | +5.0% | +7.9% |
| 3M | -2.0% | -0.8% | -1.2% | -1.7% |
| 6M | +5.4% | +7.3% | -1.8% | +2.7% |
| YTD | +5.9% | +8.3% | -2.4% | +2.6% |
| 1Y | +7.5% | +5.7% | +1.8% | +5.0% |
| 3Y | -12.4% | +49.0% | -61.4% | -25.1% |
| 5Y | -15.8% | +49.2% | -65.0% | -28.6% |
| 10Y | -54.1% | +110.7% | -164.8% | -64.3% |
| All | -54.1% | +108.0% | -162.1% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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