-9.8%
KHC vs RF
+86.8%
-96.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.8% | +1.3% | -3.1% | -2.0% |
| 30D | -1.9% | -3.6% | +1.7% | -1.4% |
| 3M | +14.4% | +8.1% | +6.3% | +13.1% |
| 6M | +8.7% | +11.5% | -2.7% | +7.0% |
| YTD | +7.8% | +15.6% | -7.8% | +5.4% |
| 1Y | -1.5% | +15.7% | -17.2% | -3.8% |
| All | -9.8% | +86.8% | -96.6% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling