-10.3%
KHC vs REPL
-54.3%
+44.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.7% |
| 7D | -1.8% | -3.0% | +1.2% | -1.8% |
| 30D | -1.9% | +27.1% | -29.0% | -1.8% |
| 3M | +14.4% | +52.4% | -38.0% | +14.8% |
| 6M | +8.7% | +107.4% | -98.7% | +8.2% |
| YTD | +7.8% | +54.7% | -47.0% | +7.4% |
| 1Y | -1.5% | +158.9% | -160.4% | -2.2% |
| 3Y | -9.9% | -23.7% | +13.9% | -11.0% |
| All | -10.3% | -54.3% | +44.0% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling