-13.4%
KHC vs RJF
+106.2%
-119.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -4.8% | -0.3% | -4.5% | -4.8% |
| 30D | +0.3% | -2.0% | +2.3% | +0.5% |
| 3M | +6.7% | +16.3% | -9.6% | +4.9% |
| 6M | +4.2% | +16.9% | -12.7% | +2.2% |
| YTD | +6.7% | +10.4% | -3.7% | +5.3% |
| 1Y | -1.4% | +7.4% | -8.8% | -2.5% |
| 3Y | -11.8% | +72.2% | -84.0% | -19.2% |
| 5Y | -13.4% | +105.1% | -118.5% | -24.4% |
| All | -13.4% | +106.2% | -119.5% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling