-42.5%
KHC vs RNG
+333.1%
-375.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.2% | +2.6% |
| 7D | +2.0% | +4.6% | -2.6% | +1.8% |
| 30D | +10.6% | +0.4% | +10.2% | +10.5% |
| 3M | +0.5% | +11.4% | -10.9% | -0.1% |
| 6M | +12.1% | +95.7% | -83.6% | +8.4% |
| YTD | +8.9% | +162.9% | -154.0% | +3.5% |
| 1Y | +7.5% | +180.3% | -172.8% | +1.9% |
| 3Y | -10.7% | +188.3% | -199.1% | -16.4% |
| 5Y | -13.2% | -72.5% | +59.4% | -9.9% |
| 10Y | -50.6% | +236.7% | -287.3% | -63.0% |
| All | -42.5% | +333.1% | -375.6% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling