-16.8%
KHC vs FND
-61.3%
+44.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.5% |
| 7D | -1.1% | +6.8% | -8.0% | -1.7% |
| 30D | +8.8% | +13.1% | -4.2% | +7.7% |
| 3M | -1.2% | -13.1% | +11.9% | -0.4% |
| 6M | +4.6% | -0.6% | +5.2% | +4.3% |
| YTD | +5.1% | -15.5% | +20.7% | +5.5% |
| 1Y | +6.2% | -13.7% | +19.9% | +6.4% |
| 3Y | -12.9% | -35.0% | +22.1% | -11.7% |
| 5Y | -16.8% | -60.1% | +43.3% | -18.3% |
| All | -16.8% | -61.3% | +44.6% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling