-43.1%
KHC vs FXI
+7.0%
-50.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.0% |
| 7D | -1.8% | +1.0% | -2.8% | -2.0% |
| 30D | -1.9% | -0.6% | -1.3% | -1.8% |
| 3M | +14.4% | +1.9% | +12.5% | +13.9% |
| 6M | +8.7% | -0.2% | +8.9% | +8.6% |
| YTD | +7.8% | -5.6% | +13.4% | +8.7% |
| 1Y | -1.5% | -4.7% | +3.1% | -1.1% |
| 3Y | -9.9% | +38.0% | -47.9% | -17.3% |
| 5Y | -10.7% | -2.7% | -8.1% | -11.1% |
| 10Y | -55.7% | +19.9% | -75.6% | -60.9% |
| All | -43.1% | +7.0% | -50.1% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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