+10.9%
KHC vs FIX
+3.4%
+7.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.4% | -8.3% | -1.9% |
| 7D | +1.1% | -17.5% | +18.6% | -1.6% |
| 30D | +12.0% | -41.6% | +53.5% | +3.9% |
| 3M | +0.2% | -40.6% | +40.8% | -6.5% |
| 6M | +10.3% | -49.4% | +59.7% | +2.0% |
| YTD | +6.7% | +9.2% | -2.4% | +5.4% |
| 1Y | +10.9% | +6.5% | +4.4% | +9.5% |
| All | +10.9% | +3.4% | +7.5% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling