-16.8%
KHC vs RY
+123.9%
-140.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -1.1% | -0.6% | -0.6% | -1.0% |
| 30D | +8.8% | +6.1% | +2.7% | +7.2% |
| 3M | -1.2% | -3.4% | +2.2% | -0.4% |
| 6M | +4.6% | +12.8% | -8.1% | +0.9% |
| YTD | +5.1% | +21.0% | -15.9% | -0.8% |
| 1Y | +6.2% | +40.5% | -34.2% | -4.2% |
| 3Y | -12.9% | +159.9% | -172.8% | -34.9% |
| 5Y | -16.8% | +125.0% | -141.7% | -35.8% |
| All | -16.8% | +123.9% | -140.7% | -35.8% |
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