-42.5%
KHC vs FTAI
+2,273.0%
-2,315.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.0% | +2.6% |
| 7D | +2.0% | +0.2% | +1.8% | +2.0% |
| 30D | +10.6% | +10.7% | 0.0% | +9.7% |
| 3M | +0.5% | -16.4% | +16.9% | +1.1% |
| 6M | +12.1% | -32.2% | +44.3% | +13.7% |
| YTD | +8.9% | -7.7% | +16.6% | +7.5% |
| 1Y | +7.5% | +18.7% | -11.2% | +4.1% |
| 3Y | -10.7% | +354.3% | -365.0% | -26.9% |
| 5Y | -13.2% | +850.7% | -863.9% | -35.7% |
| 10Y | -50.6% | +2,664.3% | -2,714.9% | -67.2% |
| All | -42.5% | +2,273.0% | -2,315.5% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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