-44.1%
KHC vs RIG
-65.6%
+21.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.7% |
| 7D | -2.0% | -17.0% | +15.0% | -0.9% |
| 30D | +9.7% | -6.2% | +15.8% | +9.9% |
| 3M | -2.0% | -1.7% | -0.3% | -2.2% |
| 6M | +5.4% | -19.2% | +24.6% | +6.4% |
| YTD | +5.9% | +25.2% | -19.3% | +3.4% |
| 1Y | +7.5% | +29.9% | -22.4% | +4.5% |
| 3Y | -12.4% | -21.3% | +8.9% | -13.6% |
| 5Y | -15.8% | +40.5% | -56.3% | -23.3% |
| 10Y | -54.1% | -49.6% | -4.5% | -61.5% |
| All | -44.1% | -65.6% | +21.4% | -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