-50.1%
KHC vs RUN
-33.3%
-16.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.6% | +9.8% | -0.4% |
| 7D | -1.1% | +0.3% | -1.5% | -1.2% |
| 30D | +8.8% | +14.0% | -5.2% | +8.3% |
| 3M | -1.2% | -11.8% | +10.5% | -1.0% |
| 6M | +4.6% | -40.4% | +45.0% | +6.0% |
| YTD | +5.1% | -52.7% | +57.8% | +6.7% |
| 1Y | +6.2% | -52.5% | +58.8% | +7.8% |
| 3Y | -12.9% | -7.7% | -5.2% | -17.3% |
| 5Y | -16.8% | -83.9% | +67.1% | -16.9% |
| 10Y | -52.4% | +84.9% | -137.4% | -60.7% |
| All | -50.1% | -33.3% | -16.8% | -58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling