-49.9%
KHC vs RRC
+73.1%
-123.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.5% |
| 7D | +2.0% | +6.4% | -4.4% | +1.4% |
| 30D | +10.6% | +23.9% | -13.3% | +8.1% |
| 3M | +0.5% | +30.2% | -29.7% | -2.2% |
| 6M | +12.1% | +26.3% | -14.2% | +9.1% |
| YTD | +8.9% | +48.1% | -39.2% | +4.2% |
| 1Y | +7.5% | +37.7% | -30.2% | +3.5% |
| 3Y | -10.7% | +60.3% | -71.0% | -16.4% |
| 5Y | -13.2% | +135.3% | -148.5% | -24.7% |
| All | -49.9% | +73.1% | -123.0% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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