-14.8%
KHC vs FIX
+933.9%
-948.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.4% | -8.3% | -2.5% |
| 7D | +1.1% | -17.5% | +18.6% | +0.2% |
| 30D | +12.0% | -41.6% | +53.5% | +9.2% |
| 3M | +0.2% | -40.6% | +40.8% | -2.1% |
| 6M | +10.3% | -49.4% | +59.7% | +7.6% |
| YTD | +6.7% | +9.2% | -2.4% | +5.6% |
| 1Y | +10.9% | +6.5% | +4.4% | +9.7% |
| 3Y | -12.6% | +448.7% | -461.4% | -17.7% |
| All | -14.8% | +933.9% | -948.7% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling