-38.0%
KHC vs REPL
-7.7%
-30.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.2% |
| 7D | -2.2% | -5.7% | +3.5% | -2.1% |
| 30D | -0.1% | +22.5% | -22.6% | -0.4% |
| 3M | +8.3% | +64.7% | -56.3% | +6.6% |
| 6M | +5.0% | +83.0% | -78.1% | +0.7% |
| YTD | +8.0% | +52.0% | -44.0% | +3.9% |
| 1Y | -1.1% | +144.5% | -145.6% | -7.3% |
| 3Y | -10.7% | -25.1% | +14.3% | -18.0% |
| 5Y | -13.5% | -52.9% | +39.4% | -19.5% |
| All | -38.0% | -7.7% | -30.3% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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