-56.0%
KHC vs RUN
+43.4%
-99.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.8% |
| 7D | -2.5% | -3.4% | +0.8% | -2.4% |
| 30D | +0.5% | -14.0% | +14.5% | +1.0% |
| 3M | +3.0% | -27.5% | +30.5% | +3.9% |
| 6M | +6.6% | -29.0% | +35.6% | +7.4% |
| YTD | +5.8% | -53.1% | +58.9% | +7.6% |
| 1Y | -2.2% | -46.7% | +44.5% | -1.3% |
| 3Y | -12.5% | -38.3% | +25.8% | -15.8% |
| 5Y | -13.6% | -80.7% | +67.1% | -14.5% |
| All | -56.0% | +43.4% | -99.4% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RUN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling