-52.4%
KHC vs FIX
+3,723.8%
-3,776.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.7% |
| 7D | -1.1% | -13.9% | +12.8% | -0.3% |
| 30D | +8.8% | -35.5% | +44.4% | +11.9% |
| 3M | -1.2% | -33.9% | +32.7% | +1.2% |
| 6M | +4.6% | -43.3% | +48.0% | +8.0% |
| YTD | +5.1% | +18.7% | -13.5% | -0.7% |
| 1Y | +6.2% | +13.8% | -7.5% | +0.6% |
| 3Y | -12.9% | +495.0% | -507.9% | -40.3% |
| 5Y | -16.8% | +1,049.0% | -1,065.8% | -52.3% |
| 10Y | -52.4% | +3,644.4% | -3,696.9% | -80.0% |
| All | -52.4% | +3,723.8% | -3,776.3% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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