-46.5%
KHC vs RACE
+647.6%
-694.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.3% |
| 7D | -1.8% | -2.5% | +0.8% | -1.3% |
| 30D | -1.9% | +0.8% | -2.7% | -2.1% |
| 3M | +14.4% | +17.2% | -2.8% | +10.5% |
| 6M | +8.7% | +13.6% | -4.9% | +5.4% |
| YTD | +7.8% | +12.2% | -4.4% | +4.4% |
| 1Y | -1.5% | -16.3% | +14.7% | +1.2% |
| 3Y | -9.9% | +36.4% | -46.3% | -19.0% |
| 5Y | -10.7% | +95.0% | -105.7% | -28.1% |
| 10Y | -55.7% | +813.2% | -868.9% | -73.9% |
| All | -46.5% | +647.6% | -694.1% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling