-98.3%
DFNS vs KHC
-3.0%
-95.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +3.4% |
| 7D | -16.0% | -3.3% | -12.7% | -13.4% |
| 30D | -77.7% | -3.4% | -74.3% | -77.3% |
| 3M | -77.2% | +12.6% | -89.8% | -76.3% |
| 6M | -95.2% | +7.0% | -102.2% | -94.8% |
| YTD | -98.0% | +6.1% | -104.0% | -97.8% |
| 1Y | -98.3% | -3.1% | -95.2% | -98.0% |
| All | -98.3% | -3.0% | -95.2% | -98.0% |
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 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