-54.1%
KHC vs ROL
+222.1%
-276.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.4% |
| 7D | -2.0% | +7.5% | -9.6% | -4.2% |
| 30D | +9.7% | +21.1% | -11.5% | +3.4% |
| 3M | -2.0% | +3.1% | -5.2% | -3.2% |
| 6M | +5.4% | -27.4% | +32.9% | +15.4% |
| YTD | +5.9% | -34.7% | +40.6% | +19.4% |
| 1Y | +7.5% | -32.9% | +40.4% | +20.1% |
| 3Y | -12.4% | +6.1% | -18.6% | -16.4% |
| 5Y | -15.8% | +16.3% | -32.2% | -24.1% |
| 10Y | -54.1% | +214.9% | -268.9% | -71.7% |
| All | -54.1% | +222.1% | -276.1% | -71.7% |
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