-13.0%
KHC vs RBA
+61.6%
-74.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.1% |
| 7D | -3.3% | -0.5% | -2.8% | -3.2% |
| 30D | +9.1% | +6.8% | +2.3% | +8.0% |
| 3M | +1.4% | +9.5% | -8.1% | -0.1% |
| 6M | +8.4% | -8.2% | +16.6% | +9.3% |
| YTD | +6.2% | -7.7% | +13.9% | +6.8% |
| 1Y | +5.7% | -6.9% | +12.6% | +6.1% |
| All | -13.0% | +61.6% | -74.6% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling