+277.7%
RTX vs KHC
-43.0%
+320.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.8% | +2.2% |
| 7D | -1.7% | -1.1% | -0.6% | -1.5% |
| 30D | +7.7% | +8.8% | -1.2% | +5.1% |
| 3M | -10.3% | -1.2% | -9.1% | -10.3% |
| 6M | +14.6% | +4.6% | +9.9% | +12.2% |
| YTD | +10.4% | +5.1% | +5.2% | +7.5% |
| 1Y | +13.5% | +6.2% | +7.3% | +10.1% |
| 3Y | +158.6% | -12.9% | +171.5% | +162.2% |
| 5Y | +147.3% | -16.8% | +164.0% | +151.1% |
| 10Y | +268.7% | -52.4% | +321.1% | +284.7% |
| All | +277.7% | -43.0% | +320.7% | +258.2% |
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