+283.9%
RTX vs KHC
-55.4%
+339.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.3% |
| 7D | -1.6% | -4.8% | +3.2% | -0.4% |
| 30D | -11.6% | +0.3% | -11.9% | -11.8% |
| 3M | +9.2% | +6.7% | +2.5% | +6.7% |
| 6M | -4.4% | +4.2% | -8.6% | -6.1% |
| YTD | +8.9% | +6.7% | +2.1% | +5.9% |
| 1Y | +32.1% | -1.4% | +33.5% | +31.1% |
| 3Y | +151.2% | -11.8% | +163.0% | +153.8% |
| 5Y | +162.9% | -13.4% | +176.3% | +164.2% |
| 10Y | +283.9% | -54.3% | +338.2% | +267.6% |
| All | +283.9% | -55.4% | +339.4% | +267.6% |
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