-48.8%
KHC vs RUN
-31.9%
-16.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.7% |
| 7D | -1.8% | +1.3% | -3.0% | -1.8% |
| 30D | -1.9% | -15.3% | +13.4% | -1.4% |
| 3M | +14.4% | -40.0% | +54.4% | +16.1% |
| 6M | +8.7% | -27.0% | +35.7% | +9.4% |
| YTD | +7.8% | -51.7% | +59.5% | +9.5% |
| 1Y | -1.5% | -45.9% | +44.4% | -0.7% |
| 3Y | -9.9% | -43.8% | +33.9% | -12.8% |
| 5Y | -10.7% | -80.5% | +69.7% | -11.8% |
| 10Y | -55.7% | +45.3% | -101.0% | -63.1% |
| All | -48.8% | -31.9% | -16.9% | -57.1% |
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