-49.9%
KHC vs ROST
+300.7%
-350.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.0% |
| 7D | +2.0% | +0.3% | +1.8% | +2.0% |
| 30D | +10.6% | +0.5% | +10.1% | +10.5% |
| 3M | +0.5% | -5.2% | +5.8% | +1.3% |
| 6M | +12.1% | +9.8% | +2.2% | +9.9% |
| YTD | +8.9% | +29.4% | -20.5% | +3.6% |
| 1Y | +7.5% | +44.4% | -36.9% | +0.3% |
| 3Y | -10.7% | +95.0% | -105.7% | -21.6% |
| 5Y | -13.2% | +111.9% | -125.0% | -26.0% |
| All | -49.9% | +300.7% | -350.6% | -62.8% |
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