-43.1%
KHC vs ROP
+152.5%
-195.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | +0.7% |
| 7D | -1.8% | -4.4% | +2.7% | -0.1% |
| 30D | -1.9% | +3.2% | -5.1% | -3.1% |
| 3M | +14.4% | +23.1% | -8.7% | +5.6% |
| 6M | +8.7% | +13.3% | -4.6% | +3.2% |
| YTD | +7.8% | -7.9% | +15.6% | +10.1% |
| 1Y | -1.5% | -22.1% | +20.5% | +7.3% |
| 3Y | -9.9% | -16.8% | +6.9% | -5.4% |
| 5Y | -10.7% | -13.5% | +2.8% | -9.3% |
| 10Y | -55.7% | +137.7% | -193.4% | -71.3% |
| All | -43.1% | +152.5% | -195.6% | -66.0% |
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 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