-43.1%
KHC vs RL
+225.6%
-268.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.9% |
| 7D | -1.8% | -0.8% | -1.0% | -1.7% |
| 30D | -1.9% | -7.8% | +5.9% | -1.0% |
| 3M | +14.4% | -4.0% | +18.4% | +14.7% |
| 6M | +8.7% | -1.9% | +10.6% | +8.4% |
| YTD | +7.8% | -0.2% | +7.9% | +7.1% |
| 1Y | -1.5% | +10.7% | -12.2% | -3.5% |
| 3Y | -9.9% | +210.8% | -220.6% | -24.9% |
| 5Y | -10.7% | +238.2% | -249.0% | -28.3% |
| 10Y | -55.7% | +313.4% | -369.1% | -67.1% |
| All | -43.1% | +225.6% | -268.8% | -56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling