-43.1%
KHC vs RBA
+264.1%
-307.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -1.8% | -2.9% | +1.2% | -1.3% |
| 30D | -1.9% | -12.3% | +10.4% | 0.0% |
| 3M | +14.4% | -20.5% | +34.9% | +18.1% |
| 6M | +8.7% | -18.5% | +27.3% | +11.7% |
| YTD | +7.8% | -18.2% | +26.0% | +10.4% |
| 1Y | -1.5% | -27.5% | +26.0% | +2.6% |
| 3Y | -9.9% | +38.1% | -47.9% | -15.2% |
| 5Y | -10.7% | +44.8% | -55.5% | -18.1% |
| 10Y | -55.7% | +187.1% | -242.8% | -64.7% |
| All | -43.1% | +264.1% | -307.2% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling