-55.6%
KHC vs RMBS
+566.4%
-622.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.8% |
| 7D | -1.0% | +1.8% | -2.8% | -1.1% |
| 30D | +1.9% | -13.9% | +15.8% | +2.5% |
| 3M | +3.2% | -39.8% | +43.0% | +5.4% |
| 6M | +10.0% | -6.0% | +16.0% | +8.1% |
| YTD | +6.7% | -5.4% | +12.0% | +4.0% |
| 1Y | -0.9% | -1.8% | +0.9% | -4.5% |
| 3Y | -13.6% | +53.7% | -67.2% | -24.1% |
| 5Y | -12.8% | +268.5% | -281.4% | -38.9% |
| All | -55.6% | +566.4% | -622.1% | -75.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling