-12.6%
KHC vs FLUT
-52.0%
+39.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.7% |
| 7D | +1.1% | -1.1% | +2.2% | +1.2% |
| 30D | +12.0% | +7.7% | +4.3% | +11.5% |
| 3M | +0.2% | -12.2% | +12.3% | +0.8% |
| 6M | +10.3% | -17.6% | +27.9% | +11.5% |
| YTD | +6.7% | -62.0% | +68.7% | +9.3% |
| 1Y | +10.9% | -62.3% | +73.1% | +13.4% |
| 3Y | -12.6% | -52.0% | +39.3% | -10.3% |
| All | -12.6% | -52.0% | +39.3% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling