+54.2%
RGTI vs KHC
-22.1%
+76.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.7% |
| 7D | +0.5% | -1.0% | +1.5% | +0.4% |
| 30D | -17.1% | +1.9% | -19.0% | -17.1% |
| 3M | -26.0% | +3.2% | -29.2% | -26.1% |
| 6M | -9.9% | +10.0% | -19.8% | -10.2% |
| YTD | -31.1% | +6.7% | -37.8% | -31.2% |
| 1Y | -8.5% | -0.9% | -7.6% | -8.5% |
| 3Y | +652.2% | -13.6% | +665.8% | +650.5% |
| 5Y | +56.8% | -12.8% | +69.6% | +59.5% |
| All | +54.2% | -22.1% | +76.3% | +56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling