-44.5%
KHC vs RVTY
+217.6%
-262.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -1.1% | -2.7% | +1.5% | -0.7% |
| 30D | +8.8% | +3.2% | +5.6% | +7.8% |
| 3M | -1.2% | +37.2% | -38.4% | -8.2% |
| 6M | +4.6% | +57.7% | -53.0% | -6.0% |
| YTD | +5.1% | +64.8% | -59.7% | -7.2% |
| 1Y | +6.2% | +72.8% | -66.6% | -7.4% |
| 3Y | -12.9% | +89.8% | -102.7% | -27.4% |
| 5Y | -16.8% | -8.4% | -8.3% | -19.2% |
| 10Y | -52.4% | +219.5% | -271.9% | -73.3% |
| All | -44.5% | +217.6% | -262.2% | -69.8% |
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