-54.3%
KHC vs FE
+107.4%
-161.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | +12.0% | +5.2% | +6.8% | +10.0% |
| 3M | +0.2% | 0.0% | +0.2% | +0.2% |
| 6M | +10.3% | +5.0% | +5.3% | +8.3% |
| YTD | +6.7% | +7.9% | -1.2% | +3.6% |
| 1Y | +10.9% | +6.3% | +4.5% | +8.1% |
| 3Y | -12.6% | +46.0% | -58.7% | -24.8% |
| 5Y | -16.3% | +45.6% | -61.9% | -28.4% |
| All | -54.3% | +107.4% | -161.7% | -63.4% |
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