-16.8%
KHC vs FICO
+82.5%
-99.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | -1.1% | +0.9% | -2.0% | -1.2% |
| 30D | +8.8% | +9.4% | -0.6% | +8.0% |
| 3M | -1.2% | -30.4% | +29.2% | +0.8% |
| 6M | +4.6% | -35.1% | +39.8% | +7.4% |
| YTD | +5.1% | -56.8% | +61.9% | +9.7% |
| 1Y | +6.2% | -58.4% | +64.6% | +11.0% |
| 3Y | -12.9% | -26.7% | +13.8% | -11.1% |
| 5Y | -16.8% | +88.0% | -104.8% | -21.3% |
| All | -16.8% | +82.5% | -99.3% | -21.3% |
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