-42.5%
KHC vs RJF
+407.1%
-449.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | +2.0% | +3.6% | -1.5% | +1.1% |
| 30D | +10.6% | +7.2% | +3.4% | +8.7% |
| 3M | +0.5% | -6.5% | +7.0% | +2.1% |
| 6M | +12.1% | +10.3% | +1.8% | +9.0% |
| YTD | +8.9% | +6.5% | +2.4% | +6.2% |
| 1Y | +7.5% | +6.1% | +1.4% | +4.9% |
| 3Y | -10.7% | +74.9% | -85.6% | -25.8% |
| 5Y | -13.2% | +81.3% | -94.5% | -30.7% |
| 10Y | -50.6% | +332.3% | -382.9% | -71.9% |
| All | -42.5% | +407.1% | -449.6% | -68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling