-43.1%
KHC vs RMBS
+497.6%
-540.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.7% |
| 7D | -1.8% | -0.3% | -1.4% | -1.7% |
| 30D | -1.9% | -12.2% | +10.3% | -1.3% |
| 3M | +14.4% | -49.5% | +63.9% | +18.2% |
| 6M | +8.7% | -7.1% | +15.9% | +6.8% |
| YTD | +7.8% | -7.0% | +14.8% | +5.1% |
| 1Y | -1.5% | +13.3% | -14.9% | -6.6% |
| 3Y | -9.9% | +49.2% | -59.1% | -20.6% |
| 5Y | -10.7% | +250.0% | -260.7% | -35.5% |
| 10Y | -55.7% | +495.1% | -550.8% | -73.7% |
| All | -43.1% | +497.6% | -540.8% | -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 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