-56.0%
KHC vs ROK
+350.4%
-406.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -2.5% | -1.6% | -0.9% | -2.2% |
| 30D | +0.5% | -5.4% | +6.0% | +1.6% |
| 3M | +3.0% | -4.0% | +7.0% | +3.3% |
| 6M | +6.6% | +13.3% | -6.7% | +3.0% |
| YTD | +5.8% | +9.3% | -3.6% | +2.6% |
| 1Y | -2.2% | +25.8% | -28.0% | -8.1% |
| 3Y | -12.5% | +49.1% | -61.7% | -22.8% |
| 5Y | -13.6% | +45.9% | -59.4% | -24.9% |
| All | -56.0% | +350.4% | -406.4% | -71.5% |
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