-44.5%
KHC vs RBA
+317.0%
-361.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -4.6% | +0.6% | -5.2% | -4.7% |
| 30D | +8.1% | +9.0% | -0.9% | +6.7% |
| 3M | 0.0% | +7.2% | -7.1% | -1.1% |
| 6M | +7.9% | -7.8% | +15.7% | +8.9% |
| YTD | +5.3% | -6.4% | +11.6% | +5.6% |
| 1Y | +5.1% | -4.2% | +9.3% | +5.1% |
| 3Y | -12.8% | +64.1% | -76.9% | -20.0% |
| 5Y | -16.2% | +48.4% | -64.6% | -23.0% |
| 10Y | -52.3% | +209.9% | -262.2% | -62.6% |
| All | -44.5% | +317.0% | -361.4% | -57.0% |
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