+278.7%
RTX vs KHC
-41.6%
+320.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -5.2% | -1.8% | -3.4% | -4.7% |
| 30D | -9.4% | -1.9% | -7.5% | -9.1% |
| 3M | +12.3% | +14.4% | -2.1% | +7.5% |
| 6M | -3.1% | +8.7% | -11.8% | -6.1% |
| YTD | +10.7% | +7.8% | +2.9% | +7.2% |
| 1Y | +28.4% | -1.5% | +29.9% | +27.5% |
| 3Y | +147.1% | -9.9% | +156.9% | +148.1% |
| 5Y | +167.2% | -10.7% | +178.0% | +166.0% |
| 10Y | +274.7% | -55.7% | +330.4% | +302.2% |
| All | +278.7% | -41.6% | +320.3% | +257.4% |
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