-54.3%
KHC vs RVTY
+134.6%
-188.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | -0.7% |
| 7D | -4.8% | -5.4% | +0.6% | -3.8% |
| 30D | +0.3% | +6.7% | -6.5% | -1.0% |
| 3M | +6.7% | +19.0% | -12.3% | +2.9% |
| 6M | +4.2% | +34.6% | -30.5% | -2.4% |
| YTD | +6.7% | +28.3% | -21.5% | +0.5% |
| 1Y | -1.4% | +46.0% | -47.4% | -10.0% |
| 3Y | -11.8% | +16.9% | -28.6% | -17.3% |
| 5Y | -13.4% | -32.9% | +19.6% | -9.4% |
| 10Y | -54.3% | +141.6% | -195.9% | -68.9% |
| All | -54.3% | +134.6% | -188.8% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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