-42.1%
KHC vs RY
+413.0%
-455.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.9% |
| 7D | +5.9% | -1.1% | +7.0% | +6.5% |
| 30D | +14.9% | +4.4% | +10.5% | +12.6% |
| 3M | 0.0% | -2.9% | +2.9% | +1.2% |
| 6M | +16.2% | +15.6% | +0.6% | +7.8% |
| YTD | +9.8% | +21.8% | -12.0% | -1.0% |
| 1Y | +12.1% | +42.6% | -30.5% | -6.7% |
| 3Y | -10.1% | +160.9% | -171.0% | -45.8% |
| 5Y | -13.9% | +126.1% | -139.9% | -44.9% |
| 10Y | -51.9% | +371.7% | -423.6% | -80.0% |
| All | -42.1% | +413.0% | -455.0% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling