-52.3%
KHC vs FITB
+226.2%
-278.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -4.6% | -0.6% | -4.0% | -4.5% |
| 30D | +8.1% | +7.0% | +1.1% | +6.6% |
| 3M | 0.0% | -4.8% | +4.8% | +0.9% |
| 6M | +7.9% | +13.5% | -5.6% | +4.9% |
| YTD | +5.3% | +19.1% | -13.8% | +0.9% |
| 1Y | +5.1% | +30.8% | -25.6% | -1.3% |
| 3Y | -12.8% | +141.6% | -154.4% | -29.4% |
| 5Y | -16.2% | +48.3% | -64.5% | -26.2% |
| 10Y | -52.3% | +215.9% | -268.2% | -65.7% |
| All | -52.3% | +226.2% | -278.5% | -65.7% |
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