-44.1%
KHC vs RVTY
+220.9%
-265.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -1.5% |
| 7D | -2.0% | +6.0% | -8.1% | -3.4% |
| 30D | +9.7% | +4.3% | +5.4% | +8.4% |
| 3M | -2.0% | +40.2% | -42.2% | -9.4% |
| 6M | +5.4% | +59.3% | -53.9% | -5.5% |
| YTD | +5.9% | +66.5% | -60.6% | -6.7% |
| 1Y | +7.5% | +77.5% | -70.0% | -6.9% |
| 3Y | -12.4% | +92.5% | -104.9% | -27.2% |
| 5Y | -15.8% | -6.8% | -9.0% | -18.6% |
| 10Y | -54.1% | +225.4% | -279.5% | -74.3% |
| All | -44.1% | +220.9% | -265.0% | -69.6% |
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