-43.1%
KHC vs ROST
+425.5%
-468.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.8% | +0.9% | -2.7% | -1.9% |
| 30D | -1.9% | -8.9% | +7.0% | -0.2% |
| 3M | +14.4% | -0.8% | +15.2% | +14.4% |
| 6M | +8.7% | +8.5% | +0.2% | +6.6% |
| YTD | +7.8% | +28.6% | -20.8% | +2.2% |
| 1Y | -1.5% | +52.3% | -53.9% | -9.8% |
| 3Y | -9.9% | +94.8% | -104.7% | -22.0% |
| 5Y | -10.7% | +110.8% | -121.5% | -25.4% |
| 10Y | -55.7% | +304.5% | -360.2% | -70.6% |
| All | -43.1% | +425.5% | -468.6% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling