-54.3%
KHC vs FIX
+3,608.1%
-3,662.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.4% | -8.3% | -3.2% |
| 7D | +1.1% | -17.5% | +18.6% | +2.2% |
| 30D | +12.0% | -41.6% | +53.5% | +15.8% |
| 3M | +0.2% | -40.6% | +40.8% | +3.3% |
| 6M | +10.3% | -49.4% | +59.7% | +14.7% |
| YTD | +6.7% | +9.2% | -2.4% | +1.5% |
| 1Y | +10.9% | +6.5% | +4.4% | +5.5% |
| 3Y | -12.6% | +448.7% | -461.4% | -39.3% |
| 5Y | -16.3% | +948.7% | -965.0% | -51.1% |
| All | -54.3% | +3,608.1% | -3,662.4% | -78.8% |
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