+227.1%
RSP vs KHC
-42.1%
+269.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.5% |
| 7D | -1.0% | +1.1% | -2.1% | -1.4% |
| 30D | +2.6% | +12.0% | -9.4% | -1.0% |
| 3M | -0.8% | +0.2% | -1.0% | -1.1% |
| 6M | +6.3% | +10.3% | -4.1% | +2.4% |
| YTD | +14.1% | +6.7% | +7.4% | +10.5% |
| 1Y | +18.0% | +10.9% | +7.2% | +12.9% |
| 3Y | +61.0% | -12.6% | +73.7% | +63.6% |
| 5Y | +45.6% | -16.3% | +61.9% | +48.0% |
| 10Y | +220.2% | -53.2% | +273.4% | +244.0% |
| All | +227.1% | -42.1% | +269.2% | +215.9% |
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