-10.1%
KHC vs FICO
-24.0%
+13.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | +5.9% | -0.3% | +6.2% | +5.9% |
| 30D | +14.9% | +1.7% | +13.2% | +14.6% |
| 3M | 0.0% | -35.2% | +35.2% | +3.2% |
| 6M | +16.2% | -33.7% | +49.9% | +20.1% |
| YTD | +9.8% | -58.2% | +68.0% | +15.9% |
| 1Y | +12.1% | -56.6% | +68.6% | +18.0% |
| All | -10.1% | -24.0% | +13.9% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling