-10.7%
KHC vs FOXA
+118.5%
-129.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -2.2% | -0.6% | -1.6% | -2.1% |
| 30D | -0.1% | +2.3% | -2.4% | -0.4% |
| 3M | +8.3% | -2.8% | +11.2% | +7.8% |
| 6M | +5.0% | +9.6% | -4.6% | +3.1% |
| YTD | +8.0% | -9.9% | +17.9% | +7.9% |
| 1Y | -1.1% | +5.4% | -6.5% | -3.0% |
| 3Y | -10.7% | +115.3% | -126.0% | -21.5% |
| All | -10.7% | +118.5% | -129.2% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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