+273.8%
RTX vs KHC
-54.7%
+328.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.3% | +3.8% |
| 7D | -3.2% | -2.0% | -1.1% | -2.7% |
| 30D | +5.6% | +9.7% | -4.1% | +2.9% |
| 3M | -11.7% | -2.0% | -9.7% | -11.5% |
| 6M | +12.3% | +5.4% | +6.9% | +9.9% |
| YTD | +8.2% | +5.9% | +2.3% | +5.3% |
| 1Y | +12.6% | +7.5% | +5.1% | +9.0% |
| 3Y | +152.8% | -12.4% | +165.2% | +156.0% |
| 5Y | +140.2% | -15.8% | +156.1% | +143.2% |
| 10Y | +273.8% | -54.1% | +327.8% | +259.7% |
| All | +273.8% | -54.7% | +328.5% | +259.7% |
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 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