-52.4%
KHC vs FE
+110.9%
-163.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -1.1% | -0.5% | -0.6% | -0.9% |
| 30D | +8.8% | +4.3% | +4.5% | +7.2% |
| 3M | -1.2% | +0.4% | -1.6% | -1.4% |
| 6M | +4.6% | +6.9% | -2.3% | +2.0% |
| YTD | +5.1% | +8.0% | -2.9% | +2.0% |
| 1Y | +6.2% | +4.8% | +1.4% | +4.2% |
| 3Y | -12.9% | +49.0% | -61.9% | -25.4% |
| 5Y | -16.8% | +46.2% | -63.0% | -28.8% |
| 10Y | -52.4% | +120.9% | -173.3% | -63.5% |
| All | -52.4% | +110.9% | -163.3% | -63.5% |
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