-56.4%
KHC vs FND
+57.9%
-114.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +2.8% |
| 7D | +2.0% | -6.8% | +8.9% | +2.8% |
| 30D | +10.6% | +8.0% | +2.6% | +9.6% |
| 3M | +0.5% | -18.9% | +19.4% | +2.6% |
| 6M | +12.1% | +4.7% | +7.4% | +10.9% |
| YTD | +8.9% | -21.6% | +30.5% | +10.6% |
| 1Y | +7.5% | -22.0% | +29.5% | +9.1% |
| 3Y | -10.7% | -40.4% | +29.7% | -8.5% |
| 5Y | -13.2% | -63.8% | +50.6% | -7.9% |
| All | -56.4% | +57.9% | -114.3% | -63.1% |
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