-43.1%
KHC vs RJF
+434.2%
-477.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | -1.8% | -0.6% | -1.2% | -1.7% |
| 30D | -1.9% | -1.3% | -0.6% | -1.7% |
| 3M | +14.4% | +18.9% | -4.5% | +9.3% |
| 6M | +8.7% | +15.0% | -6.3% | +4.5% |
| YTD | +7.8% | +12.2% | -4.4% | +3.8% |
| 1Y | -1.5% | +5.6% | -7.1% | -3.8% |
| 3Y | -9.9% | +74.9% | -84.7% | -25.0% |
| 5Y | -10.7% | +106.6% | -117.4% | -31.6% |
| 10Y | -55.7% | +433.1% | -488.8% | -76.2% |
| All | -43.1% | +434.2% | -477.4% | -69.5% |
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