-55.6%
KHC vs FTV
+84.4%
-140.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.8% |
| 7D | -4.8% | -1.3% | -3.5% | -4.4% |
| 30D | +0.3% | -9.5% | +9.8% | +3.2% |
| 3M | +6.7% | -10.9% | +17.6% | +10.0% |
| 6M | +4.2% | -0.6% | +4.8% | +3.6% |
| YTD | +6.7% | +1.4% | +5.3% | +5.1% |
| 1Y | -1.4% | +17.6% | -19.0% | -7.5% |
| 3Y | -11.8% | -3.3% | -8.5% | -13.6% |
| 5Y | -13.4% | -0.1% | -13.2% | -17.5% |
| All | -55.6% | +84.4% | -140.0% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling