-13.5%
KHC vs RUN
-80.3%
+66.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | +0.1% |
| 7D | -2.2% | +10.2% | -12.4% | -2.4% |
| 30D | -0.1% | -9.6% | +9.5% | +0.1% |
| 3M | +8.3% | -31.5% | +39.8% | +8.8% |
| 6M | +5.0% | -18.7% | +23.7% | +5.1% |
| YTD | +8.0% | -49.9% | +57.9% | +8.7% |
| 1Y | -1.1% | -45.5% | +44.4% | -0.7% |
| 3Y | -10.7% | -34.1% | +23.4% | -12.2% |
| 5Y | -13.5% | -79.4% | +65.9% | -14.2% |
| All | -13.5% | -80.3% | +66.8% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling