-41.8%
KHC vs FICO
+676.8%
-718.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.2% | +7.0% | +4.2% |
| 7D | +6.6% | +0.4% | +6.2% | +6.5% |
| 30D | +16.5% | +1.7% | +14.8% | +15.9% |
| 3M | -3.0% | -33.0% | +30.1% | +1.7% |
| 6M | +17.4% | -33.9% | +51.2% | +22.9% |
| YTD | +10.3% | -58.5% | +68.9% | +23.3% |
| 1Y | +12.5% | -56.4% | +68.8% | +24.5% |
| 3Y | -9.6% | -24.7% | +15.0% | -12.6% |
| 5Y | -12.0% | +83.1% | -95.1% | -32.5% |
| 10Y | -51.6% | +517.2% | -568.8% | -76.4% |
| All | -41.8% | +676.8% | -718.5% | -74.6% |
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 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