-43.7%
KHC vs ROL
+268.9%
-312.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.1% |
| 7D | +1.1% | +9.5% | -8.4% | -1.8% |
| 30D | +12.0% | +22.9% | -11.0% | +5.0% |
| 3M | +0.2% | +3.5% | -3.4% | -1.2% |
| 6M | +10.3% | -29.4% | +39.7% | +22.3% |
| YTD | +6.7% | -36.1% | +42.8% | +21.7% |
| 1Y | +10.9% | -34.4% | +45.2% | +25.2% |
| 3Y | -12.6% | +4.0% | -16.6% | -16.3% |
| 5Y | -16.3% | +13.2% | -29.5% | -24.0% |
| 10Y | -53.2% | +219.7% | -272.9% | -73.9% |
| All | -43.7% | +268.9% | -312.5% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling