-57.5%
KHC vs FND
+61.4%
-119.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.2% | +1.3% |
| 7D | -3.3% | -5.1% | +1.8% | -2.8% |
| 30D | +9.1% | +9.2% | -0.1% | +8.0% |
| 3M | +1.4% | -17.7% | +19.1% | +3.3% |
| 6M | +8.4% | +2.5% | +5.9% | +7.5% |
| YTD | +6.2% | -19.8% | +26.0% | +7.6% |
| 1Y | +5.7% | -22.7% | +28.4% | +7.4% |
| 3Y | -12.0% | -38.3% | +26.3% | -10.1% |
| 5Y | -15.3% | -63.0% | +47.6% | -10.4% |
| All | -57.5% | +61.4% | -119.0% | -64.2% |
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