-16.2%
KHC vs HRB
+141.1%
-157.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.6% | -8.1% | +3.5% | -3.4% |
| 30D | +8.1% | +15.0% | -6.9% | +6.1% |
| 3M | 0.0% | +10.2% | -10.2% | -1.5% |
| 6M | +7.9% | +44.2% | -36.3% | +2.7% |
| YTD | +5.3% | +21.0% | -15.7% | +1.6% |
| 1Y | +5.1% | +12.0% | -6.9% | +2.4% |
| 3Y | -12.8% | +24.9% | -37.7% | -16.3% |
| 5Y | -16.2% | +144.6% | -160.8% | -23.4% |
| All | -16.2% | +141.1% | -157.3% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 5y: compounded portfolio wealth divided by compounded HRB 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…
5y analysis · Full analysis span regression · 6 months rolling