-49.9%
KHC vs RACE
+729.2%
-779.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.3% |
| 7D | +2.0% | -1.2% | +3.2% | +2.3% |
| 30D | +10.6% | +6.1% | +4.5% | +9.2% |
| 3M | +0.5% | -0.3% | +0.8% | +0.5% |
| 6M | +12.1% | +23.4% | -11.4% | +6.7% |
| YTD | +8.9% | +12.5% | -3.6% | +5.2% |
| 1Y | +7.5% | -0.5% | +8.0% | +6.7% |
| 3Y | -10.7% | +23.6% | -34.3% | -18.3% |
| 5Y | -13.2% | +65.4% | -78.6% | -27.7% |
| All | -49.9% | +729.2% | -779.1% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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