-38.1%
KHC vs REPL
-6.0%
-32.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.7% |
| 7D | -1.8% | -3.0% | +1.2% | -1.7% |
| 30D | -1.9% | +27.1% | -29.0% | -2.3% |
| 3M | +14.4% | +52.4% | -38.0% | +12.8% |
| 6M | +8.7% | +107.4% | -98.7% | +3.9% |
| YTD | +7.8% | +54.7% | -47.0% | +3.7% |
| 1Y | -1.5% | +158.9% | -160.4% | -7.9% |
| 3Y | -9.9% | -23.7% | +13.9% | -17.2% |
| 5Y | -10.7% | -54.3% | +43.6% | -16.6% |
| All | -38.1% | -6.0% | -32.1% | -50.9% |
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 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