+5.1%
KHC vs FN
-19.6%
+24.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.9% | -5.8% | +0.7% |
| 7D | -4.6% | +8.0% | -12.6% | -3.5% |
| 30D | +8.1% | -19.1% | +27.3% | +7.1% |
| 3M | 0.0% | -29.8% | +29.9% | -1.7% |
| 6M | +7.9% | -43.2% | +51.1% | +5.4% |
| YTD | +5.3% | -18.9% | +24.2% | +5.1% |
| 1Y | +5.1% | -17.9% | +23.0% | +5.2% |
| All | +5.1% | -19.6% | +24.7% | +5.2% |
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