+8.4%
KHC vs ROK
-10.9%
+19.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.8% |
| 7D | -3.3% | +6.1% | -9.4% | -2.3% |
| 30D | +9.1% | -6.5% | +15.6% | +8.3% |
| 3M | +1.4% | -10.2% | +11.6% | -0.2% |
| 6M | +8.4% | -10.6% | +19.0% | +5.5% |
| All | +8.4% | -10.9% | +19.3% | +5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling