-10.7%
KHC vs FND
-49.6%
+38.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.7% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | -0.1% | -23.6% | +23.5% | +3.0% |
| 3M | +8.3% | +4.3% | +4.0% | +7.6% |
| 6M | +5.0% | -20.3% | +25.2% | +7.0% |
| YTD | +8.0% | -21.3% | +29.3% | +9.8% |
| 1Y | -1.1% | -45.4% | +44.3% | +4.6% |
| 3Y | -10.7% | -48.9% | +38.2% | -8.5% |
| All | -10.7% | -49.6% | +38.8% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling