-57.3%
KHC vs FND
+57.3%
-114.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -4.8% | -0.8% | -4.0% | -4.7% |
| 30D | +0.3% | -19.6% | +19.9% | +2.6% |
| 3M | +6.7% | -4.3% | +11.1% | +6.9% |
| 6M | +4.2% | -20.4% | +24.6% | +6.1% |
| YTD | +6.7% | -21.9% | +28.6% | +8.6% |
| 1Y | -1.4% | -45.2% | +43.8% | +4.0% |
| 3Y | -11.8% | -49.2% | +37.5% | -7.8% |
| 5Y | -13.4% | -61.8% | +48.5% | -8.8% |
| All | -57.3% | +57.3% | -114.6% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling