-13.5%
KHC vs RSG
+57.5%
-71.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.3% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | +0.3% | +3.7% | -3.4% | -1.2% |
| 3M | +6.7% | +6.2% | +0.6% | +4.3% |
| 6M | +4.2% | -2.8% | +6.9% | +5.2% |
| YTD | +6.7% | +5.9% | +0.8% | +4.1% |
| 1Y | -1.4% | -1.8% | +0.4% | -0.9% |
| All | -13.5% | +57.5% | -71.0% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling