-38.7%
KHC vs REPL
+35.1%
-73.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +8.0% | -10.8% | -2.9% |
| 7D | +1.1% | +22.8% | -21.7% | +0.8% |
| 30D | +12.0% | +63.8% | -51.8% | +11.0% |
| 3M | +0.2% | +68.1% | -67.9% | -0.7% |
| 6M | +10.3% | +528.5% | -518.1% | +4.3% |
| YTD | +6.7% | +122.4% | -115.7% | +2.1% |
| 1Y | +10.9% | +154.4% | -143.5% | +5.6% |
| 3Y | -12.6% | +68.0% | -80.6% | -22.4% |
| 5Y | -16.3% | -35.4% | +19.1% | -22.1% |
| All | -38.7% | +35.1% | -73.9% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling