-12.4%
KHC vs FGI
0.0%
-12.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.8% |
| 7D | -2.0% | -1.4% | -0.7% | -2.0% |
| 30D | +9.7% | -3.2% | +12.9% | +9.7% |
| 3M | -2.0% | +64.1% | -66.1% | -2.6% |
| 6M | +5.4% | +17.2% | -11.8% | +4.8% |
| YTD | +5.9% | +31.6% | -25.7% | +5.4% |
| 1Y | +7.5% | +45.1% | -37.6% | +6.8% |
| 3Y | -12.4% | -2.0% | -10.5% | -11.1% |
| All | -12.4% | 0.0% | -12.4% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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