-42.5%
KHC vs RMBS
+475.0%
-517.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +2.7% |
| 7D | +2.0% | +10.3% | -8.3% | +1.6% |
| 30D | +10.6% | -10.7% | +21.3% | +10.9% |
| 3M | +0.5% | -17.2% | +17.7% | +1.0% |
| 6M | +12.1% | -39.0% | +51.1% | +13.6% |
| YTD | +8.9% | -10.5% | +19.4% | +5.9% |
| 1Y | +7.5% | -11.0% | +18.5% | +4.4% |
| 3Y | -10.7% | +31.3% | -42.1% | -20.2% |
| 5Y | -13.2% | +242.8% | -255.9% | -37.6% |
| 10Y | -50.6% | +536.9% | -587.6% | -71.0% |
| All | -42.5% | +475.0% | -517.6% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling