-0.2%
KHC vs ROL
-38.1%
+37.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.8% |
| 7D | -2.2% | -3.4% | +1.2% | -1.4% |
| 30D | -0.1% | -6.9% | +6.9% | +1.6% |
| 3M | +8.3% | -24.6% | +32.9% | +15.3% |
| 6M | +5.0% | -39.5% | +44.5% | +16.9% |
| YTD | +8.0% | -41.1% | +49.1% | +21.0% |
| All | -0.2% | -38.1% | +37.8% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling