-54.3%
KHC vs FLR
+17.1%
-71.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.0% |
| 7D | -4.8% | -3.1% | -1.7% | -4.7% |
| 30D | +0.3% | +4.9% | -4.6% | +0.1% |
| 3M | +6.7% | +10.8% | -4.1% | +6.0% |
| 6M | +4.2% | +19.7% | -15.5% | +2.9% |
| YTD | +6.7% | +38.4% | -31.6% | +4.6% |
| 1Y | -1.4% | +34.7% | -36.1% | -3.4% |
| 3Y | -11.8% | +56.7% | -68.4% | -15.4% |
| 5Y | -13.4% | +241.6% | -255.0% | -21.4% |
| 10Y | -54.3% | +20.2% | -74.5% | -54.9% |
| All | -54.3% | +17.1% | -71.4% | -54.9% |
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