-43.7%
KHC vs RY
+406.4%
-450.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.2% |
| 7D | +1.1% | -0.9% | +2.0% | +1.6% |
| 30D | +12.0% | +5.9% | +6.1% | +9.0% |
| 3M | +0.2% | -4.3% | +4.4% | +2.0% |
| 6M | +10.3% | +12.1% | -1.8% | +3.9% |
| YTD | +6.7% | +20.3% | -13.5% | -3.2% |
| 1Y | +10.9% | +41.0% | -30.2% | -7.2% |
| 3Y | -12.6% | +157.5% | -170.2% | -47.0% |
| 5Y | -16.3% | +123.2% | -139.5% | -46.1% |
| 10Y | -53.2% | +365.7% | -418.9% | -80.5% |
| All | -43.7% | +406.4% | -450.1% | -77.2% |
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