-43.7%
KHC vs FWONK
+280.9%
-324.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.5% |
| 7D | -4.8% | -0.6% | -4.2% | -4.7% |
| 30D | +0.3% | -5.8% | +6.1% | +1.3% |
| 3M | +6.7% | +10.0% | -3.3% | +5.1% |
| 6M | +4.2% | +14.7% | -10.5% | +1.8% |
| YTD | +6.7% | -1.7% | +8.5% | +6.8% |
| 1Y | -1.4% | -4.6% | +3.2% | -1.1% |
| 3Y | -11.8% | +46.7% | -58.4% | -18.7% |
| 5Y | -13.4% | +99.4% | -112.8% | -25.8% |
| 10Y | -54.3% | +345.6% | -399.8% | -67.3% |
| All | -43.7% | +280.9% | -324.6% | -61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling