-55.4%
KHC vs ROL
+203.4%
-258.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.0% |
| 7D | -2.2% | -3.4% | +1.2% | -1.2% |
| 30D | -0.1% | -6.9% | +6.9% | +2.1% |
| 3M | +8.3% | -24.6% | +32.9% | +17.7% |
| 6M | +5.0% | -39.5% | +44.5% | +21.7% |
| YTD | +8.0% | -41.1% | +49.1% | +25.9% |
| 1Y | -1.1% | -37.9% | +36.8% | +13.2% |
| 3Y | -10.7% | +0.8% | -11.5% | -13.6% |
| 5Y | -13.5% | -4.7% | -8.8% | -16.7% |
| 10Y | -55.4% | +207.9% | -263.3% | -71.5% |
| All | -55.4% | +203.4% | -258.8% | -71.5% |
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