+7.5%
KHC vs FITB
+30.8%
-23.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.4% |
| 7D | +2.0% | +2.8% | -0.7% | +1.6% |
| 30D | +10.6% | +9.8% | +0.8% | +9.4% |
| 3M | +0.5% | -5.2% | +5.7% | +0.8% |
| 6M | +12.1% | +17.3% | -5.3% | +11.5% |
| YTD | +8.9% | +19.3% | -10.4% | +7.2% |
| 1Y | +7.5% | +32.7% | -25.2% | +3.2% |
| All | +7.5% | +30.8% | -23.3% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling