-43.7%
KHC vs FE
+124.3%
-167.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.3% |
| 7D | +1.1% | -1.0% | +2.1% | +1.5% |
| 30D | +12.0% | +4.1% | +7.8% | +10.4% |
| 3M | +0.2% | -1.0% | +1.2% | +0.5% |
| 6M | +10.3% | +4.0% | +6.3% | +8.7% |
| YTD | +6.7% | +6.8% | -0.1% | +4.0% |
| 1Y | +10.9% | +5.3% | +5.6% | +8.5% |
| 3Y | -12.6% | +44.6% | -57.2% | -24.3% |
| 5Y | -16.3% | +44.2% | -60.5% | -28.0% |
| 10Y | -53.2% | +107.3% | -160.5% | -64.9% |
| All | -43.7% | +124.3% | -167.9% | -59.9% |
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