-43.1%
KHC vs FLR
+19.3%
-62.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | -0.6% |
| 7D | -1.8% | +5.4% | -7.2% | -2.0% |
| 30D | -1.9% | +11.4% | -13.3% | -2.5% |
| 3M | +14.4% | +11.4% | +3.0% | +13.5% |
| 6M | +8.7% | +16.6% | -7.9% | +7.4% |
| YTD | +7.8% | +41.7% | -33.9% | +5.1% |
| 1Y | -1.5% | +35.4% | -36.9% | -3.8% |
| 3Y | -9.9% | +57.3% | -67.2% | -14.1% |
| 5Y | -10.7% | +241.0% | -251.7% | -20.3% |
| 10Y | -55.7% | +16.6% | -72.4% | -56.1% |
| All | -43.1% | +19.3% | -62.5% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling