-54.1%
KHC vs RCAT
-99.6%
+45.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.4% | -12.2% | -0.8% |
| 7D | -2.0% | +1.1% | -3.2% | -2.1% |
| 30D | +9.7% | -22.0% | +31.7% | +9.7% |
| 3M | -2.0% | -51.1% | +49.1% | -1.7% |
| 6M | +5.4% | -56.6% | +62.0% | +5.7% |
| YTD | +5.9% | -43.3% | +49.2% | +5.9% |
| 1Y | +7.5% | -51.5% | +59.0% | +7.5% |
| 3Y | -12.4% | +411.4% | -423.8% | -14.2% |
| 5Y | -15.8% | +74.4% | -90.3% | -17.3% |
| 10Y | -54.1% | -99.6% | +45.5% | -54.5% |
| All | -54.1% | -99.6% | +45.5% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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