-13.1%
KHC vs FRSH
-72.6%
+59.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -2.5% | -11.2% | +8.6% | -2.4% |
| 30D | +0.5% | -0.8% | +1.4% | +0.5% |
| 3M | +3.0% | +26.4% | -23.4% | +3.1% |
| 6M | +6.6% | +48.4% | -41.7% | +6.8% |
| YTD | +5.8% | -3.1% | +8.9% | +5.7% |
| 1Y | -2.2% | -8.7% | +6.5% | -2.3% |
| 3Y | -12.5% | -45.8% | +33.3% | -13.2% |
| All | -13.1% | -72.6% | +59.4% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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