-55.6%
KHC vs RIO
+635.4%
-691.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -4.8% | +1.0% | -5.7% | -5.0% |
| 30D | +0.3% | +4.0% | -3.7% | -0.6% |
| 3M | +6.7% | +4.5% | +2.2% | +5.5% |
| 6M | +4.2% | +17.3% | -13.2% | 0.0% |
| YTD | +6.7% | +36.2% | -29.4% | -1.1% |
| 1Y | -1.4% | +76.1% | -77.6% | -14.0% |
| 3Y | -11.8% | +102.5% | -114.3% | -26.3% |
| 5Y | -13.4% | +103.5% | -116.9% | -29.7% |
| All | -55.6% | +635.4% | -691.1% | -71.8% |
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