-14.8%
KHC vs RF
+42.5%
-57.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.8% |
| 7D | +1.1% | -0.9% | +2.0% | +1.3% |
| 30D | +12.0% | +6.0% | +5.9% | +11.1% |
| 3M | +0.2% | -8.9% | +9.1% | +1.4% |
| 6M | +10.3% | +2.3% | +8.0% | +10.0% |
| YTD | +6.7% | +7.6% | -0.8% | +5.6% |
| 1Y | +10.9% | +21.2% | -10.3% | +7.9% |
| 3Y | -12.6% | +108.5% | -121.2% | -20.9% |
| All | -14.8% | +42.5% | -57.4% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling