-12.2%
DASH vs KHC
+5.9%
-18.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.3% |
| 7D | -4.1% | -3.3% | -0.8% | -3.7% |
| 30D | -10.6% | +9.1% | -19.8% | -10.9% |
| 3M | -18.8% | +1.4% | -20.2% | -18.7% |
| 6M | +11.2% | +8.4% | +2.9% | +12.1% |
| YTD | -23.8% | +6.2% | -30.0% | -22.7% |
| 1Y | -12.2% | +5.7% | -17.9% | -11.1% |
| All | -12.2% | +5.9% | -18.1% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling