-13.5%
KHC vs FGI
-70.6%
+57.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.8% |
| 7D | +1.1% | -7.0% | +8.1% | +1.2% |
| 30D | +12.0% | -4.2% | +16.2% | +12.0% |
| 3M | +0.2% | +55.6% | -55.4% | -0.5% |
| 6M | +10.3% | -3.2% | +13.5% | +9.6% |
| YTD | +6.7% | +29.1% | -22.4% | +5.9% |
| 1Y | +10.9% | +51.0% | -40.1% | +9.8% |
| 3Y | -12.6% | +1.5% | -14.2% | -13.5% |
| All | -13.5% | -70.6% | +57.1% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling