+190.3%
RDDT vs KHC
-19.7%
+210.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -2.1% |
| 7D | -7.4% | -4.8% | -2.6% | -7.9% |
| 30D | -7.7% | +0.3% | -8.0% | -7.6% |
| 3M | -17.8% | +6.7% | -24.5% | -16.2% |
| 6M | +5.5% | +4.2% | +1.3% | +7.5% |
| YTD | -36.3% | +6.7% | -43.0% | -34.5% |
| 1Y | -39.0% | -1.4% | -37.6% | -39.1% |
| All | +190.3% | -19.7% | +210.0% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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