-44.5%
KHC vs RCAT
-99.6%
+55.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | -4.6% | +7.2% | -11.8% | -4.6% |
| 30D | +8.1% | -20.4% | +28.5% | +8.2% |
| 3M | 0.0% | -59.8% | +59.8% | +0.4% |
| 6M | +7.9% | -61.9% | +69.8% | +8.2% |
| YTD | +5.3% | -45.9% | +51.2% | +5.3% |
| 1Y | +5.1% | -50.5% | +55.6% | +5.1% |
| 3Y | -12.8% | +387.5% | -400.3% | -14.3% |
| 5Y | -16.2% | +70.9% | -87.1% | -17.5% |
| 10Y | -52.3% | -99.7% | +47.5% | -52.2% |
| All | -44.5% | -99.6% | +55.1% | -45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling