-43.1%
KHC vs FLUT
+17.5%
-60.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.6% |
| 7D | -1.8% | -1.6% | -0.1% | -1.7% |
| 30D | -1.9% | +7.7% | -9.6% | -2.0% |
| 3M | +14.4% | -0.7% | +15.1% | +14.4% |
| 6M | +8.7% | -11.2% | +19.9% | +8.8% |
| YTD | +7.8% | -53.4% | +61.2% | +8.2% |
| 1Y | -1.5% | -65.8% | +64.2% | -1.0% |
| 3Y | -9.9% | -44.9% | +35.1% | -9.6% |
| 5Y | -10.7% | -49.7% | +39.0% | -10.7% |
| 10Y | -55.7% | -9.7% | -46.0% | -55.3% |
| All | -43.1% | +17.5% | -60.6% | -42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling