-55.4%
KHC vs FLUT
-9.2%
-46.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -2.2% | +3.8% | -6.0% | -2.3% |
| 30D | -0.1% | +6.3% | -6.4% | -0.2% |
| 3M | +8.3% | -4.0% | +12.4% | +8.4% |
| 6M | +5.0% | -10.3% | +15.2% | +5.0% |
| YTD | +8.0% | -53.2% | +61.2% | +8.8% |
| 1Y | -1.1% | -65.0% | +63.9% | -0.1% |
| 3Y | -10.7% | -43.9% | +33.2% | -10.3% |
| 5Y | -13.5% | -49.2% | +35.7% | -13.5% |
| 10Y | -55.4% | -9.2% | -46.2% | -54.5% |
| All | -55.4% | -9.2% | -46.2% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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