+13.4%
KHC vs FOXA
+90.8%
-77.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | 0.0% |
| 7D | -1.8% | -4.0% | +2.2% | -0.9% |
| 30D | -1.9% | +12.0% | -13.9% | -4.4% |
| 3M | +14.4% | +0.3% | +14.1% | +13.6% |
| 6M | +8.7% | +12.5% | -3.8% | +5.0% |
| YTD | +7.8% | -9.6% | +17.4% | +9.0% |
| 1Y | -1.5% | +8.6% | -10.1% | -4.8% |
| 3Y | -9.9% | +118.5% | -128.4% | -27.7% |
| 5Y | -10.7% | +88.8% | -99.5% | -27.2% |
| All | +13.4% | +90.8% | -77.5% | -14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling