-55.7%
KHC vs FTV
+124.8%
-180.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.5% |
| 7D | -2.0% | +0.4% | -2.4% | -2.2% |
| 30D | +9.7% | +17.2% | -7.5% | +4.7% |
| 3M | -2.0% | +8.9% | -10.9% | -4.6% |
| 6M | +5.4% | +11.3% | -5.9% | +1.6% |
| YTD | +5.9% | +21.9% | -16.0% | -1.3% |
| 1Y | +7.5% | +31.6% | -24.1% | -2.2% |
| 3Y | -12.4% | +38.1% | -50.5% | -23.2% |
| 5Y | -15.8% | +15.7% | -31.5% | -22.9% |
| 10Y | -54.1% | +107.5% | -161.5% | -67.2% |
| All | -55.7% | +124.8% | -180.6% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling