-16.2%
KHC vs FE
+47.0%
-63.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -4.6% | -0.4% | -4.2% | -4.4% |
| 30D | +8.1% | +3.6% | +4.5% | +6.6% |
| 3M | 0.0% | +0.3% | -0.3% | -0.2% |
| 6M | +7.9% | +6.4% | +1.5% | +5.1% |
| YTD | +5.3% | +8.1% | -2.9% | +1.7% |
| 1Y | +5.1% | +4.6% | +0.5% | +2.9% |
| 3Y | -12.8% | +49.1% | -61.9% | -27.1% |
| 5Y | -16.2% | +46.1% | -62.3% | -31.8% |
| All | -16.2% | +47.0% | -63.2% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling