-55.6%
KHC vs RUN
+46.2%
-101.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -1.0% |
| 7D | -4.8% | -1.8% | -3.0% | -4.7% |
| 30D | +0.3% | -10.8% | +11.1% | +0.6% |
| 3M | +6.7% | -30.2% | +36.9% | +7.8% |
| 6M | +4.2% | -22.3% | +26.5% | +4.6% |
| YTD | +6.7% | -52.2% | +58.9% | +8.5% |
| 1Y | -1.4% | -45.1% | +43.7% | -0.6% |
| 3Y | -11.8% | -37.1% | +25.3% | -15.1% |
| 5Y | -13.4% | -80.3% | +66.9% | -14.3% |
| All | -55.6% | +46.2% | -101.8% | -64.2% |
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