+153.0%
DASH vs KHC
-10.0%
+163.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.6% |
| 7D | -10.6% | -1.8% | -8.8% | -10.5% |
| 30D | +2.2% | -1.9% | +4.0% | +2.2% |
| 3M | +32.3% | +14.4% | +17.9% | +31.9% |
| 6M | +19.1% | +8.7% | +10.4% | +19.1% |
| YTD | -6.5% | +7.8% | -14.3% | -6.5% |
| 1Y | -14.9% | -1.5% | -13.4% | -14.8% |
| All | +153.0% | -10.0% | +163.0% | +137.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling