-44.5%
KHC vs ROL
+275.8%
-320.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -4.6% | +0.8% | -5.4% | -4.8% |
| 30D | +8.1% | +20.6% | -12.5% | +1.9% |
| 3M | 0.0% | +4.5% | -4.5% | -1.6% |
| 6M | +7.9% | -26.5% | +34.4% | +18.1% |
| YTD | +5.3% | -34.8% | +40.1% | +19.3% |
| 1Y | +5.1% | -33.2% | +38.3% | +18.1% |
| 3Y | -12.8% | +4.5% | -17.3% | -16.5% |
| 5Y | -16.2% | +15.5% | -31.7% | -24.4% |
| 10Y | -52.3% | +217.2% | -269.5% | -73.2% |
| All | -44.5% | +275.8% | -320.3% | -70.1% |
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