-55.8%
KHC vs FN
+900.0%
-955.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -0.8% |
| 7D | -1.8% | -1.7% | -0.1% | -1.7% |
| 30D | -1.9% | -22.0% | +20.1% | -1.2% |
| 3M | +14.4% | -43.0% | +57.4% | +16.5% |
| 6M | +8.7% | -27.7% | +36.5% | +8.8% |
| YTD | +7.8% | -10.5% | +18.3% | +6.1% |
| 1Y | -1.5% | +12.5% | -14.0% | -4.9% |
| 3Y | -9.9% | +153.8% | -163.7% | -22.0% |
| 5Y | -10.7% | +288.0% | -298.7% | -29.0% |
| All | -55.8% | +900.0% | -955.8% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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