+204.4%
RSP vs KHC
-55.7%
+260.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -0.4% | -2.2% | +1.8% | +0.2% |
| 30D | -1.5% | -0.1% | -1.4% | -1.6% |
| 3M | +4.8% | +8.3% | -3.5% | +2.0% |
| 6M | +10.3% | +5.0% | +5.3% | +8.0% |
| YTD | +14.1% | +8.0% | +6.1% | +10.5% |
| 1Y | +17.0% | -1.1% | +18.1% | +16.2% |
| 3Y | +54.2% | -10.7% | +64.9% | +55.7% |
| 5Y | +51.5% | -13.5% | +65.0% | +52.7% |
| 10Y | +204.4% | -55.4% | +259.8% | +206.0% |
| All | +204.4% | -55.7% | +260.1% | +206.0% |
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