-3.1%
KHC vs FICO
-39.1%
+36.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -16.7% | +14.4% | 0.0% |
| 7D | -3.3% | -19.2% | +15.9% | -0.7% |
| 30D | -3.4% | -14.6% | +11.2% | -1.6% |
| 3M | +12.6% | -20.1% | +32.7% | +15.8% |
| 6M | +7.0% | -36.3% | +43.3% | +11.0% |
| YTD | +6.1% | -44.9% | +50.9% | +10.6% |
| 1Y | -3.1% | -38.6% | +35.6% | +2.1% |
| All | -3.1% | -39.1% | +36.0% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling