+6.2%
KHC vs FN
-24.2%
+30.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.0% | -1.2% |
| 7D | -1.1% | -4.1% | +2.9% | -1.2% |
| 30D | +8.8% | -28.3% | +37.2% | +6.5% |
| 3M | -1.2% | -33.9% | +32.7% | -3.5% |
| 6M | +4.6% | -43.9% | +48.6% | +1.9% |
| YTD | +5.1% | -23.4% | +28.6% | +4.4% |
| 1Y | +6.2% | -25.4% | +31.6% | +5.7% |
| All | +6.2% | -24.2% | +30.5% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling