-43.1%
KHC vs RRX
+169.9%
-213.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -1.8% | +3.4% | -5.2% | -2.3% |
| 30D | -1.9% | -11.1% | +9.2% | -0.2% |
| 3M | +14.4% | -23.7% | +38.1% | +18.0% |
| 6M | +8.7% | -22.0% | +30.7% | +10.8% |
| YTD | +7.8% | +16.5% | -8.7% | +2.0% |
| 1Y | -1.5% | +11.5% | -13.0% | -6.6% |
| 3Y | -9.9% | +1.5% | -11.4% | -15.6% |
| 5Y | -10.7% | +18.3% | -29.0% | -22.5% |
| 10Y | -55.7% | +209.8% | -265.5% | -73.5% |
| All | -43.1% | +169.9% | -213.1% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling