-10.7%
KHC vs RNG
+120.7%
-131.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +0.4% |
| 7D | -2.2% | -0.8% | -1.4% | -2.2% |
| 30D | -0.1% | +11.4% | -11.5% | -0.7% |
| 3M | +8.3% | +72.1% | -63.7% | +5.3% |
| 6M | +5.0% | +67.9% | -63.0% | +1.9% |
| YTD | +8.0% | +144.3% | -136.3% | +2.5% |
| 1Y | -1.1% | +117.5% | -118.6% | -5.8% |
| 3Y | -10.7% | +123.9% | -134.6% | -17.7% |
| All | -10.7% | +120.7% | -131.4% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling