-43.1%
KHC vs FITB
+286.9%
-330.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.8% | +0.6% | -2.4% | -1.9% |
| 30D | -1.9% | -4.7% | +2.9% | -0.9% |
| 3M | +14.4% | +6.7% | +7.7% | +12.8% |
| 6M | +8.7% | +12.6% | -3.8% | +5.8% |
| YTD | +7.8% | +19.1% | -11.3% | +3.3% |
| 1Y | -1.5% | +22.6% | -24.2% | -6.4% |
| 3Y | -9.9% | +127.1% | -137.0% | -26.3% |
| 5Y | -10.7% | +71.8% | -82.5% | -24.5% |
| 10Y | -55.7% | +287.2% | -342.9% | -72.3% |
| All | -43.1% | +286.9% | -330.1% | -63.8% |
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