-10.7%
KHC vs RIO
+104.4%
-115.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -2.2% | +1.9% | -4.1% | -2.4% |
| 30D | -0.1% | +5.0% | -5.0% | -0.6% |
| 3M | +8.3% | +5.1% | +3.2% | +7.8% |
| 6M | +5.0% | +17.6% | -12.7% | +2.5% |
| YTD | +8.0% | +36.3% | -28.3% | +2.7% |
| 1Y | -1.1% | +71.2% | -72.3% | -10.1% |
| 3Y | -10.7% | +102.7% | -113.4% | -22.8% |
| All | -10.7% | +104.4% | -115.2% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling