-49.9%
KHC vs RIG
-46.1%
-3.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.6% | +2.3% |
| 7D | +2.0% | +5.7% | -3.7% | +1.6% |
| 30D | +10.6% | -0.7% | +11.3% | +10.5% |
| 3M | +0.5% | -3.1% | +3.7% | +0.5% |
| 6M | +12.1% | -16.3% | +28.4% | +12.9% |
| YTD | +8.9% | +34.1% | -25.2% | +5.8% |
| 1Y | +7.5% | +38.2% | -30.7% | +4.1% |
| 3Y | -10.7% | -15.3% | +4.6% | -12.4% |
| 5Y | -13.2% | +62.5% | -75.6% | -22.0% |
| All | -49.9% | -46.1% | -3.9% | -56.3% |
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