-16.8%
KHC vs FTI
+800.3%
-817.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -1.1% | -3.3% | +2.1% | -1.1% |
| 30D | +8.8% | -7.2% | +16.1% | +9.0% |
| 3M | -1.2% | -12.9% | +11.7% | -0.9% |
| 6M | +4.6% | -7.9% | +12.5% | +4.7% |
| YTD | +5.1% | +45.2% | -40.0% | +3.1% |
| 1Y | +6.2% | +48.1% | -41.8% | +4.0% |
| 3Y | -12.9% | +205.0% | -217.9% | -18.1% |
| 5Y | -16.8% | +838.8% | -855.6% | -27.0% |
| All | -16.8% | +800.3% | -817.1% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling