+471.6%
RIOT vs KHC
-54.5%
+526.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.2% | -4.9% |
| 7D | -0.9% | -2.5% | +1.6% | -0.5% |
| 30D | +3.5% | +0.5% | +3.0% | +3.2% |
| 3M | -13.0% | +3.0% | -16.0% | -14.4% |
| 6M | +43.1% | +6.6% | +36.5% | +39.5% |
| YTD | +65.4% | +5.8% | +59.6% | +61.0% |
| 1Y | +27.7% | -2.2% | +30.0% | +26.4% |
| 3Y | +91.3% | -12.5% | +103.9% | +91.1% |
| 5Y | -29.3% | -13.6% | -15.7% | -30.2% |
| All | +471.6% | -54.5% | +526.1% | +443.2% |
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 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