-10.7%
KHC vs FLUT
-45.9%
+35.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.6% |
| 7D | +2.0% | -0.7% | +2.7% | +2.1% |
| 30D | +10.6% | +9.3% | +1.4% | +10.0% |
| 3M | +0.5% | -17.5% | +18.0% | +1.4% |
| 6M | +12.1% | -14.6% | +26.7% | +13.2% |
| YTD | +8.9% | -62.3% | +71.2% | +11.4% |
| 1Y | +7.5% | -59.6% | +67.1% | +9.8% |
| 3Y | -10.7% | -45.3% | +34.6% | -7.8% |
| All | -10.7% | -45.9% | +35.2% | -7.8% |
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