-52.4%
KHC vs RBA
+225.5%
-277.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -1.1% | +3.2% | -4.4% | -1.6% |
| 30D | +8.8% | +12.0% | -3.2% | +6.8% |
| 3M | -1.2% | +2.9% | -4.1% | -1.8% |
| 6M | +4.6% | -6.3% | +10.9% | +5.3% |
| YTD | +5.1% | -5.9% | +11.0% | +5.4% |
| 1Y | +6.2% | -3.9% | +10.1% | +6.1% |
| 3Y | -12.9% | +64.9% | -77.8% | -20.8% |
| 5Y | -16.8% | +48.5% | -65.2% | -24.0% |
| 10Y | -52.4% | +211.8% | -264.2% | -64.8% |
| All | -52.4% | +225.5% | -277.9% | -64.8% |
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