-10.7%
KHC vs RRX
+64.5%
-75.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +2.6% |
| 7D | +2.0% | +4.3% | -2.3% | +2.1% |
| 30D | +10.6% | +12.3% | -1.7% | +10.7% |
| 3M | +0.5% | +3.7% | -3.1% | +0.7% |
| 6M | +12.1% | -13.9% | +26.0% | +12.4% |
| YTD | +8.9% | +26.5% | -17.5% | +7.1% |
| 1Y | +7.5% | +29.3% | -21.8% | +5.5% |
| 3Y | -10.7% | +65.6% | -76.3% | -14.0% |
| All | -10.7% | +64.5% | -75.2% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling