-14.8%
KHC vs RL
+226.8%
-241.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.7% |
| 7D | +1.1% | -4.2% | +5.3% | +1.3% |
| 30D | +12.0% | +4.3% | +7.7% | +11.8% |
| 3M | +0.2% | -4.6% | +4.8% | +0.4% |
| 6M | +10.3% | +1.7% | +8.6% | +10.1% |
| YTD | +6.7% | +7.3% | -0.6% | +6.1% |
| 1Y | +10.9% | +20.8% | -9.9% | +9.5% |
| 3Y | -12.6% | +247.0% | -259.6% | -20.3% |
| All | -14.8% | +226.8% | -241.7% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling