-12.8%
KHC vs FTI
+1,145.2%
-1,158.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | -4.8% | -2.3% | -2.5% | -4.7% |
| 30D | +0.3% | +5.0% | -4.7% | +0.1% |
| 3M | +6.7% | +13.8% | -7.1% | +6.1% |
| 6M | +4.2% | +22.9% | -18.7% | +3.1% |
| YTD | +6.7% | +75.0% | -68.2% | +4.0% |
| 1Y | -1.4% | +96.9% | -98.3% | -4.5% |
| 3Y | -11.8% | +276.7% | -288.5% | -17.8% |
| All | -12.8% | +1,145.2% | -1,158.0% | -24.5% |
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 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