-49.9%
KHC vs RBA
+207.2%
-257.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.6% | +2.4% |
| 7D | +2.0% | +1.7% | +0.3% | +1.7% |
| 30D | +10.6% | +8.3% | +2.3% | +9.1% |
| 3M | +0.5% | +10.5% | -10.0% | -1.2% |
| 6M | +12.1% | -5.9% | +17.9% | +12.7% |
| YTD | +8.9% | -6.9% | +15.8% | +9.4% |
| 1Y | +7.5% | -4.9% | +12.3% | +7.5% |
| 3Y | -10.7% | +64.5% | -75.2% | -18.8% |
| 5Y | -13.2% | +46.1% | -59.2% | -20.5% |
| All | -49.9% | +207.2% | -257.1% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling