-13.4%
KHC vs RNG
-70.2%
+56.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -4.8% | -4.1% | -0.7% | -4.7% |
| 30D | +0.3% | +8.6% | -8.3% | 0.0% |
| 3M | +6.7% | +78.0% | -71.3% | +5.1% |
| 6M | +4.2% | +67.0% | -62.9% | +2.7% |
| YTD | +6.7% | +142.4% | -135.7% | +4.2% |
| 1Y | -1.4% | +120.4% | -121.9% | -3.7% |
| 3Y | -11.8% | +122.1% | -133.9% | -14.3% |
| 5Y | -13.4% | -69.8% | +56.5% | -17.8% |
| All | -13.4% | -70.2% | +56.9% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling