-55.6%
KHC vs ROST
+317.9%
-373.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.5% | +0.5% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | +1.9% | -6.9% | +8.8% | +3.1% |
| 3M | +3.2% | -3.3% | +6.5% | +3.6% |
| 6M | +10.0% | +9.0% | +0.9% | +8.0% |
| YTD | +6.7% | +28.9% | -22.2% | +1.6% |
| 1Y | -0.9% | +54.0% | -54.9% | -8.6% |
| 3Y | -13.6% | +100.7% | -114.3% | -24.5% |
| 5Y | -12.8% | +116.0% | -128.9% | -26.1% |
| All | -55.6% | +317.9% | -373.5% | -67.9% |
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