-5.2%
DASH vs KHC
-5.3%
+0.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | -0.2% |
| 7D | +0.4% | +1.1% | -0.7% | +0.4% |
| 30D | -6.0% | +12.0% | -18.0% | -5.8% |
| 3M | -15.8% | +0.2% | -15.9% | -15.7% |
| 6M | +7.0% | +10.3% | -3.4% | +7.6% |
| YTD | -20.7% | +6.7% | -27.4% | -20.2% |
| 1Y | -8.5% | +10.9% | -19.4% | -7.9% |
| 3Y | +101.8% | -12.6% | +114.4% | +100.5% |
| 5Y | -9.6% | -16.3% | +6.7% | -7.0% |
| All | -5.2% | -5.3% | +0.1% | +9.2% |
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 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