-43.1%
KHC vs FE
+125.9%
-169.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.0% |
| YTD | +7.8% | +7.6% | +0.2% | +4.7% |
| 1Y | -1.5% | +11.9% | -13.4% | -5.8% |
| 3Y | -9.9% | +48.4% | -58.3% | -22.7% |
| 5Y | -10.7% | +44.8% | -55.5% | -23.4% |
| 10Y | -55.7% | +115.9% | -171.6% | -67.3% |
| All | -43.1% | +125.9% | -169.0% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling