-54.1%
KHC vs FICO
+544.0%
-598.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.2% |
| 7D | -2.0% | -0.1% | -2.0% | -2.1% |
| 30D | +9.7% | +8.4% | +1.2% | +8.2% |
| 3M | -2.0% | -30.5% | +28.5% | +1.8% |
| 6M | +5.4% | -35.7% | +41.1% | +10.5% |
| YTD | +5.9% | -57.2% | +63.1% | +16.8% |
| 1Y | +7.5% | -58.4% | +65.9% | +18.9% |
| 3Y | -12.4% | -24.8% | +12.4% | -14.8% |
| 5Y | -15.8% | +79.3% | -95.1% | -33.4% |
| 10Y | -54.1% | +531.6% | -585.7% | -77.1% |
| All | -54.1% | +544.0% | -598.0% | -77.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling