-56.0%
KHC vs FTV
+80.1%
-136.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.2% |
| 7D | -2.5% | -5.2% | +2.7% | -1.0% |
| 30D | +0.5% | -11.5% | +12.0% | +4.1% |
| 3M | +3.0% | -9.0% | +12.1% | +5.6% |
| 6M | +6.6% | -2.0% | +8.7% | +6.5% |
| YTD | +5.8% | -0.9% | +6.7% | +4.9% |
| 1Y | -2.2% | +14.8% | -17.0% | -7.6% |
| 3Y | -12.5% | -5.5% | -7.0% | -13.8% |
| 5Y | -13.6% | -1.9% | -11.7% | -17.4% |
| All | -56.0% | +80.1% | -136.1% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FTV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling