-43.1%
KHC vs RIG
-61.0%
+17.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.5% |
| 7D | -1.8% | +0.9% | -2.6% | -1.8% |
| 30D | -1.9% | +13.8% | -15.7% | -2.8% |
| 3M | +14.4% | -6.4% | +20.8% | +14.7% |
| 6M | +8.7% | -8.2% | +16.9% | +8.9% |
| YTD | +7.8% | +41.6% | -33.9% | +4.6% |
| 1Y | -1.5% | +88.7% | -90.2% | -6.6% |
| 3Y | -9.9% | -30.9% | +21.0% | -10.1% |
| 5Y | -10.7% | +57.7% | -68.4% | -19.3% |
| 10Y | -55.7% | -39.3% | -16.4% | -63.3% |
| All | -43.1% | -61.0% | +17.9% | -52.0% |
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