-1.1%
KHC vs ROP
-23.1%
+22.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.8% |
| 7D | -2.2% | -5.4% | +3.2% | -1.1% |
| 30D | -0.1% | -1.6% | +1.6% | +0.2% |
| 3M | +8.3% | +18.8% | -10.5% | +5.4% |
| 6M | +5.0% | +8.2% | -3.2% | +3.2% |
| YTD | +8.0% | -10.5% | +18.5% | +6.5% |
| 1Y | -1.1% | -23.7% | +22.6% | -1.2% |
| All | -1.1% | -23.1% | +22.0% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling