-20.0%
RKT vs KHC
-5.5%
-14.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.1% | -4.5% |
| 7D | +4.6% | -1.1% | +5.8% | +5.2% |
| 30D | +25.9% | +8.8% | +17.0% | +21.5% |
| 3M | +5.0% | -1.2% | +6.2% | +5.5% |
| 6M | -7.9% | +4.6% | -12.6% | -9.6% |
| YTD | -25.4% | +5.1% | -30.5% | -27.3% |
| 1Y | -15.4% | +6.2% | -21.6% | -17.9% |
| 3Y | +83.3% | -12.9% | +96.2% | +90.6% |
| 5Y | -0.8% | -16.8% | +16.0% | +2.3% |
| All | -20.0% | -5.5% | -14.5% | -22.6% |
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