-14.8%
KHC vs ROL
+13.1%
-28.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.3% |
| 7D | +1.1% | +9.5% | -8.4% | -1.0% |
| 30D | +12.0% | +22.9% | -11.0% | +7.0% |
| 3M | +0.2% | +3.5% | -3.4% | -0.9% |
| 6M | +10.3% | -29.4% | +39.7% | +18.1% |
| YTD | +6.7% | -36.1% | +42.8% | +16.4% |
| 1Y | +10.9% | -34.4% | +45.2% | +20.2% |
| 3Y | -12.6% | +4.0% | -16.6% | -14.0% |
| All | -14.8% | +13.1% | -28.0% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling