-14.1%
KHC vs FIX
+1,026.2%
-1,040.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.5% |
| 7D | +2.0% | +9.4% | -7.4% | +2.6% |
| 30D | +10.6% | -27.8% | +38.4% | +9.1% |
| 3M | +0.5% | -35.6% | +36.1% | -1.2% |
| 6M | +12.1% | -45.2% | +57.3% | +9.9% |
| YTD | +8.9% | +19.5% | -10.6% | +8.4% |
| 1Y | +7.5% | +24.2% | -16.7% | +7.0% |
| 3Y | -10.7% | +494.2% | -504.9% | -15.3% |
| All | -14.1% | +1,026.2% | -1,040.3% | -25.4% |
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