-8.9%
DASH vs KHC
-5.8%
-3.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.2% |
| 7D | -4.1% | -3.3% | -0.8% | -4.1% |
| 30D | -10.6% | +9.1% | -19.8% | -10.4% |
| 3M | -18.8% | +1.4% | -20.2% | -18.7% |
| 6M | +11.2% | +8.4% | +2.9% | +11.8% |
| YTD | -23.8% | +6.2% | -30.0% | -23.4% |
| 1Y | -12.2% | +5.7% | -17.9% | -11.7% |
| 3Y | +97.3% | -12.0% | +109.3% | +96.2% |
| 5Y | -29.8% | -15.3% | -14.5% | -27.4% |
| All | -8.9% | -5.8% | -3.1% | +4.9% |
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