-10.7%
KHC vs FTI
+284.3%
-295.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.2% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | -0.1% | +12.3% | -12.4% | -0.2% |
| 3M | +8.3% | +13.8% | -5.4% | +8.1% |
| 6M | +5.0% | +24.3% | -19.3% | +4.4% |
| YTD | +8.0% | +75.8% | -67.8% | +6.3% |
| 1Y | -1.1% | +99.6% | -100.7% | -3.1% |
| 3Y | -10.7% | +278.4% | -289.1% | -14.5% |
| All | -10.7% | +284.3% | -295.0% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling