+1.2%
KHC vs FIGR
-29.9%
+31.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.3% | +2.5% |
| 7D | +2.0% | +11.0% | -8.9% | +2.6% |
| 30D | +10.6% | +0.7% | +9.9% | +10.9% |
| 3M | +0.5% | -20.9% | +21.4% | -0.1% |
| 6M | +12.1% | -37.7% | +49.8% | +10.5% |
| YTD | +8.9% | -38.2% | +47.2% | +8.4% |
| 1Y | +7.5% | -27.1% | +34.6% | +7.4% |
| All | +1.2% | -29.9% | +31.1% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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