-45.5%
KHC vs RACE
+670.3%
-715.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | 0.0% |
| 7D | +5.9% | +5.7% | +0.3% | +4.7% |
| 30D | +14.9% | +9.3% | +5.6% | +12.8% |
| 3M | 0.0% | +3.8% | -3.9% | -0.9% |
| 6M | +16.2% | +29.8% | -13.6% | +9.8% |
| YTD | +9.8% | +15.6% | -5.8% | +5.7% |
| 1Y | +12.1% | +5.1% | +7.0% | +10.0% |
| 3Y | -10.1% | +30.8% | -40.8% | -18.1% |
| 5Y | -13.9% | +67.4% | -81.3% | -27.3% |
| 10Y | -51.9% | +793.6% | -845.5% | -71.6% |
| All | -45.5% | +670.3% | -715.8% | -68.7% |
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 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