-9.4%
DASH vs KHC
-13.1%
+3.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.5% | -8.9% | -9.4% |
| 7D | +0.5% | +5.9% | -5.4% | +0.3% |
| 30D | -7.1% | +14.9% | -22.0% | -7.5% |
| 3M | -13.2% | 0.0% | -13.2% | -13.2% |
| 6M | +8.3% | +16.2% | -7.9% | +8.1% |
| YTD | -20.6% | +9.8% | -30.4% | -20.6% |
| 1Y | -24.4% | +12.1% | -36.5% | -24.5% |
| 3Y | +94.5% | -10.1% | +104.6% | +93.4% |
| 5Y | -9.4% | -13.9% | +4.4% | +3.3% |
| All | -9.4% | -13.1% | +3.6% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling