-10.7%
KHC vs RJF
+76.6%
-87.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.5% |
| 7D | +2.0% | +3.6% | -1.5% | +1.8% |
| 30D | +10.6% | +7.2% | +3.4% | +10.0% |
| 3M | +0.5% | -6.5% | +7.0% | +0.7% |
| 6M | +12.1% | +10.3% | +1.8% | +11.3% |
| YTD | +8.9% | +6.5% | +2.4% | +8.2% |
| 1Y | +7.5% | +6.1% | +1.4% | +6.8% |
| 3Y | -10.7% | +74.9% | -85.6% | -13.3% |
| All | -10.7% | +76.6% | -87.3% | -13.3% |
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