-43.1%
KHC vs ROL
+248.5%
-291.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -1.8% | -1.4% | -0.3% | -1.3% |
| 30D | -1.9% | -4.1% | +2.2% | -0.6% |
| 3M | +14.4% | -22.5% | +36.9% | +23.6% |
| 6M | +8.7% | -37.7% | +46.4% | +25.6% |
| YTD | +7.8% | -39.6% | +47.4% | +25.4% |
| 1Y | -1.5% | -36.0% | +34.5% | +12.2% |
| 3Y | -9.9% | -5.1% | -4.7% | -11.1% |
| 5Y | -10.7% | -3.4% | -7.4% | -14.4% |
| 10Y | -55.7% | +215.2% | -271.0% | -75.2% |
| All | -43.1% | +248.5% | -291.7% | -68.6% |
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