-10.3%
KHC vs FICO
+99.8%
-110.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -16.7% | +16.0% | +0.5% |
| 7D | -1.8% | -19.2% | +17.4% | -0.3% |
| 30D | -1.9% | -14.6% | +12.7% | -0.9% |
| 3M | +14.4% | -20.1% | +34.5% | +16.1% |
| 6M | +8.7% | -36.3% | +45.0% | +11.3% |
| YTD | +7.8% | -44.9% | +52.6% | +11.0% |
| 1Y | -1.5% | -38.6% | +37.1% | +0.8% |
| 3Y | -9.9% | +4.0% | -13.8% | -9.5% |
| All | -10.3% | +99.8% | -110.1% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling