-10.7%
KHC vs FLR
+60.4%
-71.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | -2.2% | +0.7% | -2.9% | -2.2% |
| 30D | -0.1% | -0.7% | +0.6% | -0.1% |
| 3M | +8.3% | +14.3% | -6.0% | +8.9% |
| 6M | +5.0% | +25.6% | -20.6% | +5.5% |
| YTD | +8.0% | +42.9% | -34.9% | +8.5% |
| 1Y | -1.1% | +38.7% | -39.8% | -0.6% |
| 3Y | -10.7% | +61.8% | -72.5% | -12.8% |
| All | -10.7% | +60.4% | -71.1% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling