-43.1%
KHC vs RY
+426.8%
-470.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -1.8% | +3.1% | -4.9% | -3.2% |
| 30D | -1.9% | -0.3% | -1.6% | -1.9% |
| 3M | +14.4% | +8.7% | +5.7% | +9.5% |
| 6M | +8.7% | +28.5% | -19.8% | -4.3% |
| YTD | +7.8% | +25.1% | -17.3% | -4.0% |
| 1Y | -1.5% | +46.3% | -47.8% | -18.9% |
| 3Y | -9.9% | +154.9% | -164.8% | -44.9% |
| 5Y | -10.7% | +140.3% | -151.0% | -44.8% |
| 10Y | -55.7% | +377.0% | -432.7% | -81.7% |
| All | -43.1% | +426.8% | -470.0% | -77.4% |
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