-13.5%
KHC vs RPRX
+74.2%
-87.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.5% | +0.9% |
| 7D | -2.2% | -2.8% | +0.6% | -1.9% |
| 30D | -0.1% | +7.2% | -7.2% | -1.1% |
| 3M | +8.3% | +10.9% | -2.5% | +6.7% |
| 6M | +5.0% | +34.6% | -29.6% | +0.6% |
| YTD | +8.0% | +59.0% | -51.0% | +1.0% |
| 1Y | -1.1% | +72.5% | -73.6% | -9.0% |
| 3Y | -10.7% | +124.1% | -134.8% | -21.5% |
| 5Y | -13.5% | +75.9% | -89.4% | -20.0% |
| All | -13.5% | +74.2% | -87.7% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 5y: compounded portfolio wealth divided by compounded RPRX 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…
5y analysis · Full analysis span regression · 6 months rolling