+12.1%
KHC vs RSG
+21.1%
-9.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.2% |
| 7D | +5.9% | +5.6% | +0.4% | +3.4% |
| 30D | +14.9% | +16.1% | -1.2% | +8.4% |
| 3M | 0.0% | +20.5% | -20.5% | -7.1% |
| 6M | +16.2% | +22.7% | -6.5% | +7.9% |
| YTD | +9.8% | +18.7% | -8.9% | +3.9% |
| 1Y | +12.1% | +21.9% | -9.8% | +4.3% |
| All | +12.1% | +21.1% | -9.0% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling