-12.9%
KHC vs RACE
+26.8%
-39.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.6% |
| 7D | -1.1% | +0.2% | -1.4% | -1.2% |
| 30D | +8.8% | +6.6% | +2.2% | +8.0% |
| 3M | -1.2% | +2.2% | -3.4% | -1.5% |
| 6M | +4.6% | +22.4% | -17.7% | +2.3% |
| YTD | +5.1% | +13.8% | -8.7% | +3.3% |
| 1Y | +6.2% | +2.2% | +4.0% | +5.5% |
| 3Y | -12.9% | +25.6% | -38.5% | -13.9% |
| All | -12.9% | +26.8% | -39.7% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling