-49.9%
KHC vs RF
+223.4%
-273.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.3% | +2.3% |
| 7D | +2.0% | +1.9% | +0.1% | +1.6% |
| 30D | +10.6% | +7.3% | +3.3% | +9.0% |
| 3M | +0.5% | -7.9% | +8.4% | +2.2% |
| 6M | +12.1% | +10.5% | +1.5% | +9.7% |
| YTD | +8.9% | +9.6% | -0.7% | +6.5% |
| 1Y | +7.5% | +20.3% | -12.8% | +3.0% |
| 3Y | -10.7% | +119.5% | -130.3% | -26.0% |
| 5Y | -13.2% | +48.2% | -61.4% | -23.5% |
| All | -49.9% | +223.4% | -273.3% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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