+547.3%
RKLB vs KHC
+0.4%
+546.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -4.2% |
| 7D | 0.0% | -4.8% | +4.7% | 0.0% |
| 30D | -21.2% | +0.3% | -21.5% | -21.2% |
| 3M | -41.7% | +6.7% | -48.4% | -42.1% |
| 6M | -11.8% | +4.2% | -15.9% | -12.3% |
| YTD | -9.6% | +6.7% | -16.3% | -10.1% |
| 1Y | +34.1% | -1.4% | +35.5% | +33.6% |
| 3Y | +917.3% | -11.8% | +929.0% | +905.9% |
| 5Y | +204.4% | -13.4% | +217.7% | +214.9% |
| All | +547.3% | +0.4% | +546.9% | +544.6% |
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