-10.1%
KHC vs FITB
+132.2%
-142.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.8% | +0.6% | -2.4% | -1.9% |
| 30D | -1.9% | -4.7% | +2.9% | -1.2% |
| 3M | +14.4% | +6.7% | +7.7% | +13.4% |
| 6M | +8.7% | +12.6% | -3.8% | +6.8% |
| YTD | +7.8% | +19.1% | -11.3% | +4.7% |
| 1Y | -1.5% | +22.6% | -24.2% | -4.9% |
| All | -10.1% | +132.2% | -142.3% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling