-14.1%
KHC vs RMBS
+240.2%
-254.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +2.4% |
| 7D | +2.0% | +10.3% | -8.3% | +2.5% |
| 30D | +10.6% | -10.7% | +21.3% | +10.3% |
| 3M | +0.5% | -17.2% | +17.7% | +0.1% |
| 6M | +12.1% | -39.0% | +51.1% | +10.8% |
| YTD | +8.9% | -10.5% | +19.4% | +8.8% |
| 1Y | +7.5% | -11.0% | +18.5% | +7.4% |
| 3Y | -10.7% | +31.3% | -42.1% | -10.8% |
| All | -14.1% | +240.2% | -254.3% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling