-99.6%
DFNS vs KHC
+11.6%
-111.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +3.8% | -22.1% | -22.3% |
| 7D | -27.7% | +6.6% | -34.3% | -33.7% |
| 30D | -58.0% | +16.5% | -74.4% | -66.0% |
| 3M | -94.0% | -3.0% | -91.0% | -93.9% |
| 6M | -94.6% | +17.4% | -112.0% | -94.7% |
| YTD | -99.4% | +10.3% | -109.8% | -99.4% |
| 1Y | -99.6% | +12.5% | -112.1% | -99.6% |
| All | -99.6% | +11.6% | -111.3% | -99.6% |
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