-12.4%
KHC vs FIX
+503.8%
-516.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.4% | -10.2% | +0.1% |
| 7D | -2.0% | -7.2% | +5.2% | -2.5% |
| 30D | +9.7% | -35.1% | +44.8% | +6.1% |
| 3M | -2.0% | -34.3% | +32.3% | -4.9% |
| 6M | +5.4% | -42.9% | +48.4% | +1.8% |
| YTD | +5.9% | +19.5% | -13.5% | +7.0% |
| 1Y | +7.5% | +16.8% | -9.3% | +8.5% |
| 3Y | -12.4% | +506.7% | -519.1% | -1.6% |
| All | -12.4% | +503.8% | -516.2% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling