-55.6%
KHC vs FWONK
+340.2%
-395.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | +1.9% | -7.7% | +9.6% | +3.2% |
| 3M | +3.2% | +5.7% | -2.5% | +2.2% |
| 6M | +10.0% | +13.5% | -3.5% | +7.6% |
| YTD | +6.7% | -3.0% | +9.7% | +7.0% |
| 1Y | -0.9% | -6.4% | +5.5% | -0.2% |
| 3Y | -13.6% | +43.8% | -57.4% | -20.2% |
| 5Y | -12.8% | +98.6% | -111.4% | -25.9% |
| All | -55.6% | +340.2% | -395.8% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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