-14.8%
KHC vs RY
+122.0%
-136.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.5% |
| 7D | +1.1% | -0.9% | +2.0% | +1.4% |
| 30D | +12.0% | +5.9% | +6.1% | +10.3% |
| 3M | +0.2% | -4.3% | +4.4% | +1.2% |
| 6M | +10.3% | +12.1% | -1.8% | +6.5% |
| YTD | +6.7% | +20.3% | -13.5% | +0.9% |
| 1Y | +10.9% | +41.0% | -30.2% | -0.2% |
| 3Y | -12.6% | +157.5% | -170.2% | -34.5% |
| All | -14.8% | +122.0% | -136.8% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling