-54.3%
KHC vs RF
+279.4%
-333.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.7% |
| 7D | +1.1% | -0.9% | +2.0% | +1.3% |
| 30D | +12.0% | +6.0% | +5.9% | +10.7% |
| 3M | +0.2% | -8.9% | +9.1% | +2.0% |
| 6M | +10.3% | +2.3% | +8.0% | +9.8% |
| YTD | +6.7% | +7.6% | -0.8% | +4.8% |
| 1Y | +10.9% | +21.2% | -10.3% | +6.2% |
| 3Y | -12.6% | +108.5% | -121.2% | -26.3% |
| 5Y | -16.3% | +43.2% | -59.5% | -25.3% |
| All | -54.3% | +279.4% | -333.7% | -60.8% |
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