+257.5%
RTX vs KHC
-42.1%
+299.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.5% |
| 7D | -5.1% | +1.1% | -6.2% | -5.5% |
| 30D | +5.1% | +12.0% | -6.8% | +1.9% |
| 3M | -14.8% | +0.2% | -15.0% | -15.1% |
| 6M | +8.0% | +10.3% | -2.3% | +4.3% |
| YTD | +4.5% | +6.7% | -2.3% | +1.3% |
| 1Y | +9.8% | +10.9% | -1.0% | +5.3% |
| 3Y | +144.2% | -12.6% | +156.8% | +147.5% |
| 5Y | +131.4% | -16.3% | +147.7% | +134.8% |
| 10Y | +273.3% | -53.2% | +326.5% | +291.2% |
| All | +257.5% | -42.1% | +299.6% | +237.7% |
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