-56.0%
KHC vs RJF
+429.5%
-485.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -2.5% | -4.2% | +1.7% | -1.5% |
| 30D | +0.5% | -3.6% | +4.1% | +1.4% |
| 3M | +3.0% | +15.6% | -12.6% | -0.8% |
| 6M | +6.6% | +17.6% | -11.0% | +1.9% |
| YTD | +5.8% | +9.2% | -3.4% | +2.6% |
| 1Y | -2.2% | +5.5% | -7.7% | -4.5% |
| 3Y | -12.5% | +70.3% | -82.9% | -26.8% |
| 5Y | -13.6% | +106.0% | -119.6% | -34.1% |
| All | -56.0% | +429.5% | -485.5% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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