+10.9%
KHC vs FN
-33.3%
+44.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +11.7% | -14.5% | -1.5% |
| 7D | +1.1% | 0.0% | +1.2% | +1.5% |
| 30D | +12.0% | -34.3% | +46.3% | +8.5% |
| 3M | +0.2% | -39.9% | +40.0% | -3.2% |
| 6M | +10.3% | -51.8% | +62.2% | +6.0% |
| YTD | +6.7% | -28.1% | +34.9% | +5.3% |
| 1Y | +10.9% | -29.1% | +39.9% | +9.8% |
| All | +10.9% | -33.3% | +44.2% | +9.8% |
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