-52.4%
KHC vs RMD
+340.4%
-392.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -1.1% | +3.1% | -4.2% | -1.7% |
| 30D | +8.8% | +1.8% | +7.1% | +8.4% |
| 3M | -1.2% | +6.7% | -7.9% | -2.6% |
| 6M | +4.6% | +13.9% | -9.2% | +1.7% |
| YTD | +5.1% | -2.0% | +7.1% | +4.8% |
| 1Y | +6.2% | -5.4% | +11.6% | +6.5% |
| 3Y | -12.9% | +67.4% | -80.3% | -23.6% |
| 5Y | -16.8% | -5.7% | -11.0% | -19.2% |
| 10Y | -52.4% | +338.4% | -390.8% | -65.7% |
| All | -52.4% | +340.4% | -392.8% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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