-47.0%
KHC vs RACE
+658.9%
-705.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.5% |
| 7D | +1.1% | +5.1% | -4.0% | +0.1% |
| 30D | +12.0% | +7.7% | +4.3% | +10.2% |
| 3M | +0.2% | +2.2% | -2.0% | -0.3% |
| 6M | +10.3% | +23.8% | -13.4% | +5.3% |
| YTD | +6.7% | +13.9% | -7.2% | +3.1% |
| 1Y | +10.9% | +3.8% | +7.1% | +9.1% |
| 3Y | -12.6% | +28.0% | -40.7% | -20.1% |
| 5Y | -16.3% | +64.9% | -81.2% | -29.1% |
| 10Y | -53.2% | +780.4% | -833.6% | -72.3% |
| All | -47.0% | +658.9% | -705.9% | -69.4% |
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