-55.6%
KHC vs RSG
+428.9%
-484.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.5% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | +1.9% | +4.0% | -2.1% | -0.2% |
| 3M | +3.2% | +7.4% | -4.2% | -0.6% |
| 6M | +10.0% | +0.1% | +9.9% | +9.5% |
| YTD | +6.7% | +6.0% | +0.7% | +2.9% |
| 1Y | -0.9% | -3.0% | +2.1% | +0.1% |
| 3Y | -13.6% | +56.5% | -70.0% | -34.0% |
| 5Y | -12.8% | +90.9% | -103.8% | -42.3% |
| All | -55.6% | +428.9% | -484.6% | -84.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling