-44.1%
KHC vs RRC
+11.4%
-55.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.8% |
| 7D | -2.0% | -10.3% | +8.3% | -1.1% |
| 30D | +9.7% | +19.5% | -9.8% | +7.7% |
| 3M | -2.0% | +27.9% | -29.9% | -4.5% |
| 6M | +5.4% | +21.2% | -15.7% | +3.2% |
| YTD | +5.9% | +39.6% | -33.7% | +2.1% |
| 1Y | +7.5% | +31.3% | -23.8% | +4.1% |
| 3Y | -12.4% | +51.9% | -64.4% | -17.3% |
| 5Y | -15.8% | +110.2% | -126.0% | -25.6% |
| 10Y | -54.1% | +56.7% | -110.7% | -66.3% |
| All | -44.1% | +11.4% | -55.5% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling