-24.1%
RKT vs KHC
-2.1%
-22.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -1.1% |
| 7D | -9.0% | +2.0% | -11.0% | -9.8% |
| 30D | +30.2% | +10.6% | +19.6% | +24.8% |
| 3M | -8.8% | +0.5% | -9.4% | -9.2% |
| 6M | -0.9% | +12.1% | -13.0% | -5.7% |
| YTD | -29.2% | +8.9% | -38.1% | -32.1% |
| 1Y | -20.1% | +7.5% | -27.5% | -22.9% |
| 3Y | +81.3% | -10.7% | +92.0% | +86.3% |
| 5Y | -6.6% | -13.2% | +6.6% | -5.5% |
| All | -24.1% | -2.1% | -22.0% | -27.7% |
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