-54.3%
KHC vs FN
+753.0%
-807.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +11.7% | -14.5% | -3.0% |
| 7D | +1.1% | 0.0% | +1.2% | +1.0% |
| 30D | +12.0% | -34.3% | +46.3% | +13.1% |
| 3M | +0.2% | -39.9% | +40.0% | +1.3% |
| 6M | +10.3% | -51.8% | +62.2% | +12.2% |
| YTD | +6.7% | -28.1% | +34.9% | +5.5% |
| 1Y | +10.9% | -29.1% | +39.9% | +9.5% |
| 3Y | -12.6% | +102.4% | -115.1% | -23.6% |
| 5Y | -16.3% | +171.7% | -187.9% | -31.1% |
| All | -54.3% | +753.0% | -807.3% | -68.6% |
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