-15.3%
KHC vs ROK
+32.5%
-47.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | -3.3% | +6.1% | -9.4% | -3.6% |
| 30D | +9.1% | -6.5% | +15.6% | +9.4% |
| 3M | +1.4% | -10.2% | +11.6% | +1.8% |
| 6M | +8.4% | -10.6% | +19.0% | +8.6% |
| YTD | +6.2% | +4.9% | +1.3% | +4.9% |
| 1Y | +5.7% | +3.8% | +1.9% | +4.5% |
| 3Y | -12.0% | +63.5% | -75.5% | -17.0% |
| 5Y | -15.3% | +30.9% | -46.3% | -18.4% |
| All | -15.3% | +32.5% | -47.9% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling