-51.2%
KHC vs RJF
+323.5%
-374.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -3.3% | +1.5% | -4.8% | -3.7% |
| 30D | +9.1% | +6.7% | +2.4% | +7.3% |
| 3M | +1.4% | -7.3% | +8.7% | +3.2% |
| 6M | +8.4% | +9.8% | -1.4% | +5.4% |
| YTD | +6.2% | +5.6% | +0.5% | +3.7% |
| 1Y | +5.7% | +2.3% | +3.4% | +4.0% |
| 3Y | -12.0% | +73.6% | -85.6% | -27.2% |
| 5Y | -15.3% | +79.9% | -95.2% | -33.0% |
| All | -51.2% | +323.5% | -374.7% | -71.0% |
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