-52.3%
KHC vs RIO
+364.8%
-417.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -4.6% | +0.5% | -5.1% | -4.7% |
| 30D | +8.1% | -9.9% | +18.0% | +10.3% |
| 3M | 0.0% | -14.0% | +14.0% | +2.9% |
| 6M | +7.9% | -19.5% | +27.5% | +12.2% |
| YTD | +5.3% | +11.5% | -6.3% | +1.2% |
| 1Y | +5.1% | +26.9% | -21.8% | -2.0% |
| 3Y | -12.8% | +55.1% | -67.9% | -23.4% |
| 5Y | -16.2% | +90.7% | -106.9% | -32.4% |
| 10Y | -52.3% | +363.3% | -415.6% | -69.1% |
| All | -52.3% | +364.8% | -417.0% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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