-14.8%
KHC vs FLUT
-50.5%
+35.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.6% |
| 3M | +0.2% | -12.2% | +12.3% | +0.6% |
| 6M | +10.3% | -17.6% | +27.9% | +11.1% |
| YTD | +6.7% | -62.0% | +68.7% | +9.2% |
| 1Y | +10.9% | -62.3% | +73.1% | +13.3% |
| 3Y | -12.6% | -52.0% | +39.3% | -11.4% |
| All | -14.8% | -50.5% | +35.7% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling