-54.3%
KHC vs RIG
-44.3%
-10.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -4.8% | -8.2% | +3.4% | -4.2% |
| 30D | +0.3% | -0.2% | +0.5% | +0.3% |
| 3M | +6.7% | -2.7% | +9.4% | +6.7% |
| 6M | +4.2% | -7.5% | +11.6% | +4.3% |
| YTD | +6.7% | +38.3% | -31.5% | +3.8% |
| 1Y | -1.4% | +81.8% | -83.3% | -6.2% |
| 3Y | -11.8% | -30.2% | +18.4% | -12.0% |
| 5Y | -13.4% | +59.9% | -73.3% | -21.9% |
| 10Y | -54.3% | -41.9% | -12.4% | -61.4% |
| All | -54.3% | -44.3% | -10.0% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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