-99.9%
DFNS vs KHC
-2.4%
-97.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +0.8% | -2.2% | +3.0% | +1.1% |
| 30D | -73.2% | -0.1% | -73.1% | -73.3% |
| 3M | -72.4% | +8.3% | -80.8% | -72.0% |
| 6M | -95.2% | +5.0% | -100.2% | -95.1% |
| YTD | -98.0% | +8.0% | -106.0% | -97.9% |
| 1Y | -98.3% | -1.1% | -97.2% | -98.2% |
| 3Y | -99.9% | -10.7% | -89.2% | -99.9% |
| 5Y | -99.9% | -13.5% | -86.3% | -99.9% |
| All | -99.9% | -2.4% | -97.5% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling