-55.8%
KHC vs FE
+114.5%
-170.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -1.8% | +1.9% | -3.7% | -2.5% |
| 30D | -1.9% | -1.2% | -0.7% | -1.5% |
| 3M | +14.4% | +3.5% | +10.9% | +12.9% |
| 6M | +8.7% | -6.1% | +14.8% | +11.1% |
| YTD | +7.8% | +7.6% | +0.2% | +4.6% |
| 1Y | -1.5% | +11.9% | -13.4% | -5.9% |
| 3Y | -9.9% | +48.4% | -58.3% | -22.9% |
| 5Y | -10.7% | +44.8% | -55.5% | -23.6% |
| All | -55.8% | +114.5% | -170.3% | -66.2% |
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