-43.7%
KHC vs FITB
+277.2%
-320.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.6% |
| 7D | +1.1% | -1.5% | +2.7% | +1.5% |
| 30D | +12.0% | +5.8% | +6.1% | +10.6% |
| 3M | +0.2% | -6.1% | +6.3% | +1.4% |
| 6M | +10.3% | +5.9% | +4.4% | +8.8% |
| YTD | +6.7% | +16.1% | -9.4% | +2.8% |
| 1Y | +10.9% | +28.8% | -18.0% | +4.3% |
| 3Y | -12.6% | +126.0% | -138.7% | -28.4% |
| 5Y | -16.3% | +45.3% | -61.6% | -26.1% |
| 10Y | -53.2% | +255.4% | -308.6% | -70.1% |
| All | -43.7% | +277.2% | -320.8% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling