-44.0%
KHC vs RIG
-64.6%
+20.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -3.3% | +4.3% | -7.6% | -3.6% |
| 30D | +9.1% | -5.8% | +15.0% | +9.4% |
| 3M | +1.4% | -6.7% | +8.1% | +1.6% |
| 6M | +8.4% | -18.7% | +27.0% | +9.3% |
| YTD | +6.2% | +28.8% | -22.6% | +3.4% |
| 1Y | +5.7% | +28.8% | -23.1% | +2.9% |
| 3Y | -12.0% | -20.0% | +8.0% | -13.4% |
| 5Y | -15.3% | +56.0% | -71.4% | -23.5% |
| 10Y | -51.8% | -48.7% | -3.1% | -59.7% |
| All | -44.0% | -64.6% | +20.6% | -52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling