-11.3%
KHC vs FRSH
-72.0%
+60.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.2% | +0.2% |
| 7D | -2.2% | -10.1% | +7.9% | -2.1% |
| 30D | -0.1% | +2.2% | -2.3% | -0.1% |
| 3M | +8.3% | +28.6% | -20.2% | +8.4% |
| 6M | +5.0% | +40.2% | -35.3% | +5.1% |
| YTD | +8.0% | -1.2% | +9.2% | +7.9% |
| 1Y | -1.1% | -7.9% | +6.8% | -1.2% |
| 3Y | -10.7% | -44.7% | +34.0% | -11.3% |
| All | -11.3% | -72.0% | +60.7% | -16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling