-49.9%
KHC vs ROL
+221.5%
-271.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +1.8% |
| 7D | +2.0% | +3.0% | -1.0% | +1.1% |
| 30D | +10.6% | +19.8% | -9.2% | +4.7% |
| 3M | +0.5% | +7.9% | -7.4% | -2.1% |
| 6M | +12.1% | -25.6% | +37.7% | +21.8% |
| YTD | +8.9% | -34.1% | +43.1% | +22.5% |
| 1Y | +7.5% | -31.4% | +38.9% | +19.3% |
| 3Y | -10.7% | +4.7% | -15.4% | -14.4% |
| 5Y | -13.2% | +15.6% | -28.8% | -21.4% |
| All | -49.9% | +221.5% | -271.5% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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