+22.9%
KHC vs RVMD
+620.8%
-597.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | -2.5% | -3.6% | +1.0% | -2.4% |
| 30D | +0.5% | -1.1% | +1.6% | +0.5% |
| 3M | +3.0% | +41.0% | -38.0% | +1.4% |
| 6M | +6.6% | +105.7% | -99.1% | +2.6% |
| YTD | +5.8% | +155.3% | -149.5% | +0.2% |
| 1Y | -2.2% | +402.7% | -404.9% | -11.3% |
| 3Y | -12.5% | +533.1% | -545.6% | -23.4% |
| 5Y | -13.6% | +583.5% | -597.1% | -26.5% |
| All | +22.9% | +620.8% | -597.9% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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