-56.9%
KHC vs FND
+66.0%
-122.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | -1.8% | -5.2% | +3.5% | -1.2% |
| 30D | -1.9% | -19.9% | +18.0% | +0.4% |
| 3M | +14.4% | +2.7% | +11.7% | +13.7% |
| 6M | +8.7% | -21.7% | +30.4% | +10.9% |
| YTD | +7.8% | -17.5% | +25.3% | +9.1% |
| 1Y | -1.5% | -39.3% | +37.8% | +2.8% |
| 3Y | -9.9% | -49.8% | +39.9% | -5.8% |
| 5Y | -10.7% | -60.1% | +49.3% | -6.5% |
| All | -56.9% | +66.0% | -122.9% | -63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling