-43.0%
KHC vs RMBS
+507.6%
-550.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | -2.2% | +3.0% | -5.2% | -2.3% |
| 30D | -0.1% | -14.4% | +14.3% | +0.6% |
| 3M | +8.3% | -42.8% | +51.2% | +11.2% |
| 6M | +5.0% | -1.4% | +6.4% | +2.7% |
| YTD | +8.0% | -5.4% | +13.4% | +5.2% |
| 1Y | -1.1% | +18.6% | -19.7% | -6.6% |
| 3Y | -10.7% | +57.3% | -68.0% | -21.9% |
| 5Y | -13.5% | +265.7% | -279.2% | -37.9% |
| 10Y | -55.4% | +546.0% | -601.4% | -73.7% |
| All | -43.0% | +507.6% | -550.6% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RMBS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling