-10.1%
KHC vs FN
+80.0%
-90.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -14.2% | +13.8% | -1.5% |
| 7D | +5.9% | -16.0% | +21.9% | +4.8% |
| 30D | +14.9% | -40.1% | +55.0% | +11.5% |
| 3M | 0.0% | -43.9% | +43.9% | -3.1% |
| 6M | +16.2% | -55.6% | +71.8% | +11.9% |
| YTD | +9.8% | -35.7% | +45.5% | +8.1% |
| 1Y | +12.1% | -39.8% | +51.9% | +10.2% |
| All | -10.1% | +80.0% | -90.1% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling