+12.5%
KHC vs RNG
+179.4%
-167.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.8% |
| 7D | +6.6% | -9.6% | +16.2% | +7.1% |
| 30D | +16.5% | -1.4% | +17.9% | +16.4% |
| 3M | -3.0% | +28.8% | -31.7% | -4.7% |
| 6M | +17.4% | +65.6% | -48.2% | +13.4% |
| YTD | +10.3% | +171.4% | -161.1% | +2.6% |
| 1Y | +12.5% | +185.3% | -172.9% | +4.5% |
| All | +12.5% | +179.4% | -167.0% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling