-51.2%
KHC vs ROK
+265.6%
-316.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -3.3% | +6.1% | -9.4% | -4.4% |
| 30D | +9.1% | -6.5% | +15.6% | +10.1% |
| 3M | +1.4% | -10.2% | +11.6% | +2.9% |
| 6M | +8.4% | -10.6% | +19.0% | +9.5% |
| YTD | +6.2% | +4.9% | +1.3% | +3.2% |
| 1Y | +5.7% | +3.8% | +1.9% | +2.9% |
| 3Y | -12.0% | +63.5% | -75.5% | -24.7% |
| 5Y | -15.3% | +30.9% | -46.3% | -24.5% |
| All | -51.2% | +265.6% | -316.7% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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