-10.7%
KHC vs ROL
+5.9%
-16.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +1.9% |
| 7D | +2.0% | +3.0% | -1.0% | +1.3% |
| 30D | +10.6% | +19.8% | -9.2% | +6.0% |
| 3M | +0.5% | +7.9% | -7.4% | -1.7% |
| 6M | +12.1% | -25.6% | +37.7% | +18.4% |
| YTD | +8.9% | -34.1% | +43.1% | +17.9% |
| 1Y | +7.5% | -31.4% | +38.9% | +15.3% |
| 3Y | -10.7% | +4.7% | -15.4% | -10.4% |
| All | -10.7% | +5.9% | -16.6% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling