-13.6%
KHC vs RDW
+241.5%
-255.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +0.9% |
| 7D | -1.0% | +0.9% | -1.9% | -1.0% |
| 30D | +1.9% | -21.3% | +23.2% | +1.9% |
| 3M | +3.2% | -37.9% | +41.1% | +3.6% |
| 6M | +10.0% | +12.3% | -2.3% | +9.7% |
| YTD | +6.7% | +39.7% | -33.0% | +6.2% |
| 1Y | -0.9% | +25.7% | -26.6% | -1.4% |
| 3Y | -13.6% | +230.8% | -244.4% | -18.4% |
| All | -13.6% | +241.5% | -255.0% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 3y: compounded portfolio wealth divided by compounded RDW 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…
3y analysis · Full analysis span regression · 6 months rolling