-55.8%
KHC vs FIX
+5,885.7%
-5,941.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | -1.8% | +6.0% | -7.8% | -2.2% |
| 30D | -1.9% | -7.2% | +5.4% | -1.4% |
| 3M | +14.4% | -15.9% | +30.2% | +15.3% |
| 6M | +8.7% | +12.7% | -4.0% | +5.9% |
| YTD | +7.8% | +72.8% | -65.0% | -0.1% |
| 1Y | -1.5% | +122.9% | -124.4% | -12.1% |
| 3Y | -9.9% | +774.3% | -784.2% | -38.8% |
| 5Y | -10.7% | +2,049.5% | -2,060.2% | -51.7% |
| All | -55.8% | +5,885.7% | -5,941.5% | -80.6% |
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