+0.9%
KHC vs RDW
+1.6%
-0.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -0.9% |
| 7D | -2.5% | +4.8% | -7.3% | -2.5% |
| 30D | +0.5% | -19.5% | +20.1% | +0.5% |
| 3M | +3.0% | -26.9% | +29.9% | +3.2% |
| 6M | +6.6% | +17.8% | -11.1% | +6.6% |
| YTD | +5.8% | +43.0% | -37.2% | +5.6% |
| 1Y | -2.2% | +32.1% | -34.3% | -2.4% |
| 3Y | -12.5% | +250.6% | -263.2% | -13.3% |
| 5Y | -13.6% | -6.6% | -7.0% | -14.2% |
| All | +0.9% | +1.6% | -0.7% | -0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling