-54.1%
KHC vs RL
+397.7%
-451.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.8% | -6.6% | -1.5% |
| 7D | -2.0% | +0.2% | -2.3% | -2.1% |
| 30D | +9.7% | +7.3% | +2.3% | +8.7% |
| 3M | -2.0% | +1.0% | -3.1% | -2.3% |
| 6M | +5.4% | +11.8% | -6.3% | +3.6% |
| YTD | +5.9% | +13.6% | -7.7% | +3.5% |
| 1Y | +7.5% | +24.0% | -16.6% | +3.8% |
| 3Y | -12.4% | +256.6% | -269.0% | -28.3% |
| 5Y | -15.8% | +240.2% | -256.1% | -31.9% |
| 10Y | -54.1% | +373.0% | -427.0% | -66.6% |
| All | -54.1% | +397.7% | -451.7% | -66.6% |
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