-10.7%
KHC vs ROST
+97.9%
-108.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -2.2% | +0.2% | -2.4% | -2.2% |
| 30D | -0.1% | -10.0% | +9.9% | +1.0% |
| 3M | +8.3% | +1.2% | +7.1% | +8.2% |
| 6M | +5.0% | +8.9% | -4.0% | +3.8% |
| YTD | +8.0% | +28.1% | -20.1% | +4.3% |
| 1Y | -1.1% | +53.0% | -54.1% | -7.1% |
| 3Y | -10.7% | +97.9% | -108.6% | -20.0% |
| All | -10.7% | +97.9% | -108.6% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling