-43.7%
KHC vs RBA
+307.6%
-351.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.6% |
| 7D | +1.1% | +4.3% | -3.2% | +0.5% |
| 30D | +12.0% | +16.3% | -4.4% | +9.4% |
| 3M | +0.2% | +1.3% | -1.1% | -0.2% |
| 6M | +10.3% | -11.1% | +21.4% | +11.9% |
| YTD | +6.7% | -8.5% | +15.2% | +7.5% |
| 1Y | +10.9% | -2.1% | +13.0% | +10.5% |
| 3Y | -12.6% | +44.6% | -57.2% | -18.3% |
| 5Y | -16.3% | +36.8% | -53.1% | -22.0% |
| 10Y | -53.2% | +227.3% | -280.5% | -63.5% |
| All | -43.7% | +307.6% | -351.3% | -56.3% |
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 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