-55.0%
KHC vs FTV
+90.8%
-145.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -1.8% | -4.5% | +2.7% | -0.5% |
| 30D | -1.9% | -7.1% | +5.2% | +0.2% |
| 3M | +14.4% | -7.2% | +21.6% | +16.5% |
| 6M | +8.7% | -1.5% | +10.2% | +8.5% |
| YTD | +7.8% | +3.5% | +4.3% | +5.5% |
| 1Y | -1.5% | +20.3% | -21.9% | -8.2% |
| 3Y | -9.9% | -3.1% | -6.7% | -11.7% |
| 5Y | -10.7% | +2.3% | -13.1% | -15.7% |
| 10Y | -55.7% | +76.3% | -132.0% | -66.9% |
| All | -55.0% | +90.8% | -145.7% | -66.6% |
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