-100.0%
DFNS vs KHC
-4.0%
-95.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +0.9% | -20.2% | -19.5% |
| 7D | -12.7% | -3.3% | -9.3% | -12.1% |
| 30D | -65.2% | +9.1% | -74.4% | -65.9% |
| 3M | -94.6% | +1.4% | -96.0% | -94.6% |
| 6M | -96.2% | +8.4% | -104.6% | -96.2% |
| YTD | -99.6% | +6.2% | -105.8% | -99.6% |
| 1Y | -99.7% | +5.7% | -105.4% | -99.7% |
| 3Y | -100.0% | -12.0% | -87.9% | -100.0% |
| 5Y | -100.0% | -15.3% | -84.6% | -100.0% |
| All | -100.0% | -4.0% | -95.9% | -100.0% |
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 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