-52.3%
KHC vs RY
+355.6%
-407.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | -0.1% |
| 7D | -4.6% | -3.0% | -1.6% | -3.2% |
| 30D | +8.1% | +6.3% | +1.9% | +5.0% |
| 3M | 0.0% | -2.6% | +2.6% | +1.1% |
| 6M | +7.9% | +13.9% | -6.0% | +0.7% |
| YTD | +5.3% | +21.7% | -16.4% | -5.3% |
| 1Y | +5.1% | +40.4% | -35.3% | -12.2% |
| 3Y | -12.8% | +161.3% | -174.1% | -48.2% |
| 5Y | -16.2% | +126.5% | -142.7% | -47.1% |
| 10Y | -52.3% | +354.3% | -406.6% | -80.0% |
| All | -52.3% | +355.6% | -407.9% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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