+65.1%
RSP vs KHC
-9.8%
+74.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.2% |
| 7D | +2.4% | +2.0% | +0.3% | +2.0% |
| 30D | +4.3% | +10.6% | -6.3% | +2.4% |
| 3M | -0.3% | +0.5% | -0.8% | -0.6% |
| 6M | +9.8% | +12.1% | -2.2% | +7.2% |
| YTD | +16.8% | +8.9% | +7.9% | +14.5% |
| 1Y | +19.5% | +7.5% | +12.0% | +17.4% |
| 3Y | +65.1% | -10.7% | +75.9% | +62.7% |
| All | +65.1% | -9.8% | +74.9% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling