-53.7%
KHC vs FITB
+284.6%
-338.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -2.2% | +2.8% | -5.0% | -2.8% |
| 30D | -0.1% | -4.5% | +4.4% | +0.8% |
| 3M | +8.3% | +5.7% | +2.7% | +7.1% |
| 6M | +5.0% | +17.1% | -12.2% | +1.4% |
| YTD | +8.0% | +18.3% | -10.3% | +3.8% |
| 1Y | -1.1% | +23.9% | -25.0% | -6.1% |
| 3Y | -10.7% | +131.1% | -141.8% | -26.9% |
| 5Y | -13.5% | +71.1% | -84.6% | -26.4% |
| All | -53.7% | +284.6% | -338.4% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling