-55.4%
KHC vs RL
+304.3%
-359.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | -2.2% | +1.9% | -4.1% | -2.4% |
| 30D | -0.1% | -12.2% | +12.1% | +1.4% |
| 3M | +8.3% | -6.6% | +15.0% | +9.0% |
| 6M | +5.0% | +3.2% | +1.8% | +4.0% |
| YTD | +8.0% | -1.3% | +9.3% | +7.4% |
| 1Y | -1.1% | +13.6% | -14.7% | -3.4% |
| 3Y | -10.7% | +210.9% | -221.6% | -25.7% |
| 5Y | -13.5% | +246.9% | -260.4% | -30.9% |
| 10Y | -55.4% | +310.1% | -365.5% | -66.0% |
| All | -55.4% | +304.3% | -359.7% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling