-43.1%
KHC vs FTI
+202.2%
-245.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.8% | +5.3% | -7.0% | -2.3% |
| 30D | -1.9% | +15.3% | -17.2% | -3.4% |
| 3M | +14.4% | +15.8% | -1.4% | +12.3% |
| 6M | +8.7% | +22.6% | -13.9% | +5.9% |
| YTD | +7.8% | +79.5% | -71.8% | +0.4% |
| 1Y | -1.5% | +102.0% | -103.5% | -9.6% |
| 3Y | -9.9% | +315.8% | -325.7% | -25.4% |
| 5Y | -10.7% | +1,129.5% | -1,140.2% | -38.1% |
| 10Y | -55.7% | +320.9% | -376.6% | -68.1% |
| All | -43.1% | +202.2% | -245.3% | -57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling