-44.0%
KHC vs RSG
+680.5%
-724.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.1% |
| 7D | -3.3% | +1.4% | -4.8% | -4.1% |
| 30D | +9.1% | +15.0% | -5.9% | +1.2% |
| 3M | +1.4% | +18.5% | -17.1% | -7.6% |
| 6M | +8.4% | +25.8% | -17.4% | -4.6% |
| YTD | +6.2% | +20.8% | -14.6% | -4.8% |
| 1Y | +5.7% | +24.8% | -19.1% | -7.0% |
| 3Y | -12.0% | +65.9% | -77.9% | -35.3% |
| 5Y | -15.3% | +99.1% | -114.4% | -45.2% |
| 10Y | -51.8% | +452.4% | -504.2% | -85.0% |
| All | -44.0% | +680.5% | -724.5% | -86.3% |
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