+230.3%
RSP vs KHC
-41.6%
+271.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -0.8% | -1.8% | +1.0% | -0.3% |
| 30D | -0.3% | -1.9% | +1.5% | +0.1% |
| 3M | +4.3% | +14.4% | -10.1% | -0.4% |
| 6M | +8.8% | +8.7% | +0.1% | +5.3% |
| YTD | +15.3% | +7.8% | +7.5% | +11.5% |
| 1Y | +18.3% | -1.5% | +19.8% | +17.6% |
| 3Y | +52.8% | -9.9% | +62.7% | +53.8% |
| 5Y | +51.7% | -10.7% | +62.4% | +51.1% |
| 10Y | +208.5% | -55.7% | +264.2% | +240.8% |
| All | +230.3% | -41.6% | +271.9% | +218.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling