-52.3%
KHC vs ROST
+321.2%
-373.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | 0.0% |
| 7D | -4.6% | -1.8% | -2.8% | -4.3% |
| 30D | +8.1% | +6.8% | +1.3% | +6.9% |
| 3M | 0.0% | -4.0% | +4.0% | +0.6% |
| 6M | +7.9% | +12.9% | -5.0% | +5.4% |
| YTD | +5.3% | +34.7% | -29.5% | -0.5% |
| 1Y | +5.1% | +49.5% | -44.4% | -2.5% |
| 3Y | -12.8% | +101.5% | -114.3% | -23.8% |
| 5Y | -16.2% | +120.7% | -136.9% | -29.0% |
| 10Y | -52.3% | +317.8% | -370.1% | -64.8% |
| All | -52.3% | +321.2% | -373.5% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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