-51.2%
KHC vs RUN
+66.4%
-117.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.1% | +6.9% | +1.1% |
| 7D | -3.3% | -13.7% | +10.4% | -2.9% |
| 30D | +9.1% | +9.4% | -0.2% | +8.7% |
| 3M | +1.4% | -13.4% | +14.8% | +1.7% |
| 6M | +8.4% | -39.6% | +47.9% | +9.7% |
| YTD | +6.2% | -53.7% | +59.9% | +7.8% |
| 1Y | +5.7% | -56.2% | +61.9% | +7.4% |
| 3Y | -12.0% | -9.7% | -2.3% | -16.5% |
| 5Y | -15.3% | -85.5% | +70.1% | -14.5% |
| All | -51.2% | +66.4% | -117.6% | -59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling