-43.1%
KHC vs RIO
+496.6%
-539.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -1.8% | 0.0% | -1.7% | -1.8% |
| 30D | -1.9% | +4.0% | -5.8% | -2.7% |
| 3M | +14.4% | +0.1% | +14.3% | +14.0% |
| 6M | +8.7% | +12.7% | -4.0% | +5.5% |
| YTD | +7.8% | +35.6% | -27.8% | +0.5% |
| 1Y | -1.5% | +73.7% | -75.2% | -13.0% |
| 3Y | -9.9% | +93.3% | -103.2% | -22.9% |
| 5Y | -10.7% | +92.4% | -103.2% | -25.3% |
| 10Y | -55.7% | +606.9% | -662.7% | -72.0% |
| All | -43.1% | +496.6% | -539.7% | -62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling