-13.9%
KHC vs FN
+148.3%
-162.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -14.2% | +13.8% | -1.2% |
| 7D | +5.9% | -16.0% | +21.9% | +5.2% |
| 30D | +14.9% | -40.1% | +55.0% | +12.6% |
| 3M | 0.0% | -43.9% | +43.9% | -2.1% |
| 6M | +16.2% | -55.6% | +71.8% | +13.4% |
| YTD | +9.8% | -35.7% | +45.5% | +8.4% |
| 1Y | +12.1% | -39.8% | +51.9% | +10.6% |
| 3Y | -10.1% | +80.3% | -90.3% | -10.8% |
| 5Y | -13.9% | +143.3% | -157.2% | -16.6% |
| All | -13.9% | +148.3% | -162.2% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling