-43.1%
KHC vs RCL
+287.8%
-330.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.7% |
| 7D | -1.8% | -5.1% | +3.3% | -1.3% |
| 30D | -1.9% | -19.0% | +17.1% | +0.1% |
| 3M | +14.4% | -9.6% | +24.0% | +15.3% |
| 6M | +8.7% | -6.7% | +15.4% | +8.9% |
| YTD | +7.8% | -3.9% | +11.7% | +7.2% |
| 1Y | -1.5% | -25.1% | +23.6% | +0.2% |
| 3Y | -9.9% | +179.1% | -189.0% | -21.0% |
| 5Y | -10.7% | +243.3% | -254.0% | -25.6% |
| 10Y | -55.7% | +325.8% | -381.5% | -67.8% |
| All | -43.1% | +287.8% | -330.9% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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