-12.7%
KHC vs FGI
-70.4%
+57.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.5% | -8.2% | -0.7% |
| 7D | -1.8% | +0.5% | -2.3% | -1.8% |
| 30D | -1.9% | +65.4% | -67.3% | -2.6% |
| 3M | +14.4% | +23.5% | -9.1% | +13.6% |
| 6M | +8.7% | +60.5% | -51.8% | +7.8% |
| YTD | +7.8% | +30.0% | -22.2% | +7.0% |
| 1Y | -1.5% | +82.1% | -83.6% | -2.9% |
| 3Y | -9.9% | -4.4% | -5.5% | -10.6% |
| All | -12.7% | -70.4% | +57.7% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling