-25.7%
RKT vs KHC
-4.1%
-21.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.3% |
| 7D | -1.0% | -4.8% | +3.8% | +1.0% |
| 30D | -2.4% | +0.3% | -2.7% | -2.6% |
| 3M | +1.9% | +6.7% | -4.8% | -0.9% |
| 6M | -13.9% | +4.2% | -18.0% | -15.4% |
| YTD | -30.6% | +6.7% | -37.4% | -32.9% |
| 1Y | -34.4% | -1.4% | -33.0% | -34.3% |
| 3Y | +38.2% | -11.8% | +49.9% | +42.7% |
| 5Y | -9.7% | -13.4% | +3.7% | -8.6% |
| All | -25.7% | -4.1% | -21.6% | -28.5% |
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