-14.8%
KHC vs RACE
+65.0%
-79.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.6% |
| 7D | +1.1% | +5.1% | -4.0% | +0.5% |
| 30D | +12.0% | +7.7% | +4.3% | +11.0% |
| 3M | +0.2% | +2.2% | -2.0% | -0.1% |
| 6M | +10.3% | +23.8% | -13.4% | +7.8% |
| YTD | +6.7% | +13.9% | -7.2% | +4.9% |
| 1Y | +10.9% | +3.8% | +7.1% | +10.0% |
| 3Y | -12.6% | +28.0% | -40.7% | -15.9% |
| All | -14.8% | +65.0% | -79.9% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling