-43.1%
KHC vs RVTY
+159.9%
-203.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.8% | +1.1% | -2.9% | -2.0% |
| 30D | -1.9% | +13.2% | -15.1% | -4.5% |
| 3M | +14.4% | +27.2% | -12.9% | +8.3% |
| 6M | +8.7% | +32.4% | -23.7% | +1.5% |
| YTD | +7.8% | +34.9% | -27.1% | -0.2% |
| 1Y | -1.5% | +52.4% | -53.9% | -11.7% |
| 3Y | -9.9% | +12.3% | -22.1% | -15.2% |
| 5Y | -10.7% | -30.8% | +20.1% | -6.7% |
| 10Y | -55.7% | +150.7% | -206.4% | -73.4% |
| All | -43.1% | +159.9% | -203.0% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling