-49.9%
KHC vs FICO
+527.0%
-576.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +2.0% | +2.2% | -0.2% | +1.7% |
| 30D | +10.6% | +0.1% | +10.5% | +10.4% |
| 3M | +0.5% | -35.2% | +35.7% | +5.5% |
| 6M | +12.1% | -32.4% | +44.4% | +16.6% |
| YTD | +8.9% | -57.4% | +66.3% | +20.1% |
| 1Y | +7.5% | -58.5% | +66.0% | +18.9% |
| 3Y | -10.7% | -28.9% | +18.1% | -12.3% |
| 5Y | -13.2% | +91.7% | -104.9% | -32.4% |
| All | -49.9% | +527.0% | -576.9% | -74.4% |
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