-9.8%
KHC vs FIX
+782.4%
-792.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.5% |
| 7D | -1.8% | +6.0% | -7.8% | -1.3% |
| 30D | -1.9% | -7.2% | +5.4% | -2.4% |
| 3M | +14.4% | -15.9% | +30.2% | +13.6% |
| 6M | +8.7% | +12.7% | -4.0% | +10.0% |
| YTD | +7.8% | +72.8% | -65.0% | +11.8% |
| 1Y | -1.5% | +122.9% | -124.4% | +3.7% |
| All | -9.8% | +782.4% | -792.2% | +2.9% |
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