-43.7%
KHC vs ROP
+196.2%
-239.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -1.7% |
| 7D | +1.1% | +2.1% | -1.0% | +0.3% |
| 30D | +12.0% | +32.9% | -21.0% | +0.6% |
| 3M | +0.2% | +20.3% | -20.2% | -6.8% |
| 6M | +10.3% | +36.8% | -26.4% | -2.5% |
| YTD | +6.7% | +8.1% | -1.4% | +2.5% |
| 1Y | +10.9% | +8.3% | +2.6% | +6.3% |
| 3Y | -12.6% | -3.2% | -9.4% | -13.5% |
| 5Y | -16.3% | +1.7% | -18.0% | -20.0% |
| 10Y | -53.2% | +199.2% | -252.4% | -72.4% |
| All | -43.7% | +196.2% | -239.8% | -68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling