-43.1%
KHC vs USFR
+28.2%
-71.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.8% | +0.1% | -1.8% | -1.8% |
| 30D | -1.9% | +0.3% | -2.2% | -2.2% |
| 3M | +14.4% | +1.0% | +13.4% | +13.2% |
| 6M | +8.7% | +1.9% | +6.8% | +6.6% |
| YTD | +7.8% | +2.6% | +5.2% | +5.0% |
| 1Y | -1.5% | +4.0% | -5.5% | -5.3% |
| 3Y | -9.9% | +14.1% | -24.0% | -21.0% |
| 5Y | -10.7% | +20.4% | -31.1% | -26.1% |
| 10Y | -55.7% | +28.0% | -83.7% | -65.5% |
| All | -43.1% | +28.2% | -71.3% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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