+557.5%
RKLB vs KHC
-0.1%
+557.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.1% |
| 7D | +39.3% | -3.3% | +42.6% | +39.1% |
| 30D | -0.2% | +9.1% | -9.4% | -0.1% |
| 3M | -21.1% | +1.4% | -22.5% | -20.9% |
| 6M | -45.5% | +8.4% | -53.9% | -45.7% |
| YTD | -8.2% | +6.2% | -14.3% | -8.5% |
| 1Y | +28.2% | +5.7% | +22.5% | +27.7% |
| 3Y | +1,366.1% | -12.0% | +1,378.2% | +1,354.3% |
| 5Y | +345.9% | -15.3% | +361.2% | +365.2% |
| All | +557.5% | -0.1% | +557.7% | +556.4% |
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