-9.8%
KHC vs FE
+49.5%
-59.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +12.8% |
| 6M | +8.7% | -6.1% | +14.8% | +11.4% |
| YTD | +7.8% | +7.6% | +0.2% | +4.4% |
| 1Y | -1.5% | +11.9% | -13.4% | -6.3% |
| All | -9.8% | +49.5% | -59.3% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling