-49.9%
KHC vs FTI
+189.4%
-239.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.4% |
| 7D | +2.0% | +4.3% | -2.3% | +1.6% |
| 30D | +10.6% | -4.7% | +15.3% | +11.0% |
| 3M | +0.5% | -13.5% | +14.0% | +1.8% |
| 6M | +12.1% | -8.7% | +20.8% | +12.6% |
| YTD | +8.9% | +49.0% | -40.1% | +3.6% |
| 1Y | +7.5% | +54.0% | -46.5% | +1.9% |
| 3Y | -10.7% | +211.6% | -222.3% | -23.1% |
| 5Y | -13.2% | +881.9% | -895.0% | -37.1% |
| All | -49.9% | +189.4% | -239.3% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling