+61.0%
RSP vs KHC
-12.7%
+73.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.1% |
| 7D | -1.0% | +1.1% | -2.1% | -1.2% |
| 30D | +2.6% | +12.0% | -9.4% | +0.5% |
| 3M | -0.8% | +0.2% | -1.0% | -1.0% |
| 6M | +6.3% | +10.3% | -4.1% | +4.0% |
| YTD | +14.1% | +6.7% | +7.4% | +12.2% |
| 1Y | +18.0% | +10.9% | +7.2% | +15.0% |
| 3Y | +61.0% | -12.6% | +73.7% | +57.5% |
| All | +61.0% | -12.7% | +73.8% | +57.5% |
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 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