-52.3%
KHC vs FLR
+9.0%
-61.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -4.6% | +6.3% | -10.9% | -4.8% |
| 30D | +8.1% | +1.8% | +6.3% | +8.0% |
| 3M | 0.0% | -4.4% | +4.4% | +0.1% |
| 6M | +7.9% | +15.9% | -7.9% | +6.9% |
| YTD | +5.3% | +27.7% | -22.5% | +3.4% |
| 1Y | +5.1% | +11.6% | -6.5% | +3.9% |
| 3Y | -12.8% | +39.9% | -52.7% | -16.0% |
| 5Y | -16.2% | +127.5% | -143.7% | -22.3% |
| 10Y | -52.3% | +11.6% | -63.8% | -52.4% |
| All | -52.3% | +9.0% | -61.2% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling