-4.5%
DASH vs KHC
-6.0%
+1.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | -4.8% | -2.0% | -2.7% | -4.8% |
| 30D | -7.9% | +9.7% | -17.6% | -7.7% |
| 3M | -16.3% | -2.0% | -14.3% | -16.3% |
| 6M | +10.4% | +5.4% | +5.0% | +10.8% |
| YTD | -20.1% | +5.9% | -26.0% | -19.7% |
| 1Y | -11.4% | +7.5% | -18.9% | -10.9% |
| 3Y | +114.1% | -12.4% | +126.5% | +112.9% |
| 5Y | -5.8% | -15.8% | +10.1% | -2.6% |
| All | -4.5% | -6.0% | +1.5% | +10.0% |
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