-56.0%
KHC vs RRX
+216.7%
-272.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.6% |
| 7D | -2.5% | -3.7% | +1.2% | -2.0% |
| 30D | +0.5% | -9.3% | +9.8% | +1.8% |
| 3M | +3.0% | -21.8% | +24.8% | +5.7% |
| 6M | +6.6% | -22.0% | +28.6% | +8.6% |
| YTD | +5.8% | +11.9% | -6.2% | +0.9% |
| 1Y | -2.2% | +11.6% | -13.8% | -7.1% |
| 3Y | -12.5% | +2.2% | -14.7% | -18.2% |
| 5Y | -13.6% | +14.9% | -28.5% | -24.4% |
| All | -56.0% | +216.7% | -272.7% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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