-54.1%
KHC vs ROP
+189.6%
-243.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.4% |
| 7D | -2.0% | -1.6% | -0.4% | -1.4% |
| 30D | +9.7% | +29.5% | -19.9% | -0.4% |
| 3M | -2.0% | +17.5% | -19.6% | -8.0% |
| 6M | +5.4% | +38.1% | -32.6% | -7.0% |
| YTD | +5.9% | +7.0% | -1.1% | +2.2% |
| 1Y | +7.5% | +6.5% | +0.9% | +3.8% |
| 3Y | -12.4% | -5.5% | -6.9% | -12.4% |
| 5Y | -15.8% | -0.4% | -15.5% | -18.8% |
| 10Y | -54.1% | +183.6% | -237.7% | -67.0% |
| All | -54.1% | +189.6% | -243.7% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling