+215.6%
RSP vs KHC
-54.7%
+270.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.0% | +2.5% |
| 7D | +0.4% | -2.0% | +2.5% | +1.0% |
| 30D | +3.7% | +9.7% | -5.9% | +0.9% |
| 3M | +0.8% | -2.0% | +2.8% | +1.1% |
| 6M | +9.1% | +5.4% | +3.7% | +6.7% |
| YTD | +16.7% | +5.9% | +10.8% | +13.5% |
| 1Y | +19.7% | +7.5% | +12.2% | +15.8% |
| 3Y | +66.7% | -12.4% | +79.1% | +69.2% |
| 5Y | +48.7% | -15.8% | +64.5% | +50.8% |
| 10Y | +215.6% | -54.1% | +269.6% | +210.6% |
| All | +215.6% | -54.7% | +270.3% | +210.6% |
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