-52.3%
KHC vs RL
+347.1%
-399.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | -4.6% | -4.4% | -0.2% | -4.1% |
| 30D | +8.1% | +5.6% | +2.5% | +7.3% |
| 3M | 0.0% | -0.6% | +0.7% | 0.0% |
| 6M | +7.9% | +15.5% | -7.5% | +5.6% |
| YTD | +5.3% | +12.3% | -7.1% | +3.0% |
| 1Y | +5.1% | +19.3% | -14.2% | +2.0% |
| 3Y | -12.8% | +255.5% | -268.3% | -28.8% |
| 5Y | -16.2% | +247.1% | -263.3% | -32.6% |
| 10Y | -52.3% | +346.0% | -398.3% | -64.6% |
| All | -52.3% | +347.1% | -399.4% | -64.6% |
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