-43.1%
KHC vs FICO
+933.0%
-976.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -16.7% | +16.0% | +2.0% |
| 7D | -1.8% | -19.2% | +17.4% | +1.4% |
| 30D | -1.9% | -14.6% | +12.7% | +0.3% |
| 3M | +14.4% | -20.1% | +34.5% | +17.8% |
| 6M | +8.7% | -36.3% | +45.0% | +15.4% |
| YTD | +7.8% | -44.9% | +52.6% | +16.6% |
| 1Y | -1.5% | -38.6% | +37.1% | +4.1% |
| 3Y | -9.9% | +4.0% | -13.8% | -16.4% |
| 5Y | -10.7% | +99.5% | -110.3% | -30.1% |
| 10Y | -55.7% | +604.7% | -660.4% | -78.0% |
| All | -43.1% | +933.0% | -976.1% | -76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling