-49.9%
KHC vs RL
+337.1%
-387.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.7% | +2.7% |
| 7D | +2.0% | +2.6% | -0.6% | +1.7% |
| 30D | +10.6% | +2.9% | +7.7% | +10.2% |
| 3M | +0.5% | 0.0% | +0.5% | +0.4% |
| 6M | +12.1% | +17.1% | -5.1% | +9.4% |
| YTD | +8.9% | +10.1% | -1.2% | +6.8% |
| 1Y | +7.5% | +17.3% | -9.8% | +4.5% |
| 3Y | -10.7% | +249.3% | -260.1% | -27.0% |
| 5Y | -13.2% | +240.9% | -254.1% | -30.1% |
| All | -49.9% | +337.1% | -387.0% | -61.7% |
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