-44.2%
KHC vs RSG
+579.8%
-624.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -2.5% | -1.8% | -0.7% | -1.6% |
| 30D | +0.5% | +2.8% | -2.3% | -1.0% |
| 3M | +3.0% | +4.3% | -1.3% | +0.6% |
| 6M | +6.6% | -0.5% | +7.2% | +6.5% |
| YTD | +5.8% | +5.2% | +0.6% | +2.3% |
| 1Y | -2.2% | -2.1% | -0.1% | -1.7% |
| 3Y | -12.5% | +56.5% | -69.1% | -33.8% |
| 5Y | -13.6% | +89.5% | -103.1% | -43.3% |
| 10Y | -54.7% | +424.8% | -479.5% | -85.8% |
| All | -44.2% | +579.8% | -624.0% | -85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling