-52.3%
KHC vs RF
+241.0%
-293.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -4.6% | -1.3% | -3.3% | -4.3% |
| 30D | +8.1% | +4.6% | +3.5% | +7.1% |
| 3M | 0.0% | -8.4% | +8.5% | +1.8% |
| 6M | +7.9% | +8.9% | -0.9% | +6.0% |
| YTD | +5.3% | +8.8% | -3.5% | +3.1% |
| 1Y | +5.1% | +18.9% | -13.8% | +1.0% |
| 3Y | -12.8% | +116.0% | -128.8% | -27.4% |
| 5Y | -16.2% | +46.0% | -62.2% | -25.8% |
| 10Y | -52.3% | +231.7% | -284.0% | -63.9% |
| All | -52.3% | +241.0% | -293.3% | -63.9% |
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