-10.7%
KHC vs RJF
+76.7%
-87.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -2.2% | +1.8% | -4.0% | -2.3% |
| 30D | -0.1% | 0.0% | -0.1% | -0.1% |
| 3M | +8.3% | +18.0% | -9.6% | +7.2% |
| 6M | +5.0% | +17.0% | -12.0% | +3.9% |
| YTD | +8.0% | +11.1% | -3.1% | +7.1% |
| 1Y | -1.1% | +8.0% | -9.1% | -1.8% |
| 3Y | -10.7% | +73.3% | -84.0% | -16.8% |
| All | -10.7% | +76.7% | -87.4% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling