-13.2%
KHC vs FLNC
-69.8%
+56.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.3% | +7.2% | -1.1% |
| 7D | -4.8% | -4.2% | -0.6% | -4.8% |
| 30D | +0.3% | -20.0% | +20.3% | +0.4% |
| 3M | +6.7% | -56.9% | +63.6% | +7.1% |
| 6M | +4.2% | -35.5% | +39.7% | +3.8% |
| YTD | +6.7% | -48.8% | +55.6% | +6.4% |
| 1Y | -1.4% | +49.3% | -50.7% | -3.8% |
| 3Y | -11.8% | -61.8% | +50.0% | -13.6% |
| All | -13.2% | -69.8% | +56.6% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 all: compounded portfolio wealth divided by compounded FLNC 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…
all analysis · Full analysis span regression · 6 months rolling