+0.1%
KHC vs FRMI
-78.0%
+78.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.2% |
| 7D | -4.8% | +15.9% | -20.7% | -4.6% |
| 30D | +0.3% | -6.0% | +6.2% | +0.2% |
| 3M | +6.7% | -1.6% | +8.3% | +6.2% |
| 6M | +4.2% | -30.7% | +34.9% | +3.7% |
| YTD | +6.7% | -30.9% | +37.6% | +6.2% |
| All | +0.1% | -78.0% | +78.1% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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