-54.3%
KHC vs FICO
+512.2%
-566.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | +1.1% | -0.9% | +2.0% | +1.2% |
| 30D | +12.0% | +3.3% | +8.6% | +11.2% |
| 3M | +0.2% | -31.7% | +31.9% | +4.4% |
| 6M | +10.3% | -34.0% | +44.3% | +15.2% |
| YTD | +6.7% | -58.3% | +65.1% | +18.1% |
| 1Y | +10.9% | -57.9% | +68.8% | +22.4% |
| 3Y | -12.6% | -24.1% | +11.4% | -15.3% |
| 5Y | -16.3% | +85.3% | -101.6% | -34.5% |
| All | -54.3% | +512.2% | -566.5% | -76.1% |
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