-100.0%
DFNS vs KHC
-4.9%
-95.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.1% | +12.6% | +12.7% |
| 7D | -13.0% | -4.6% | -8.4% | -12.2% |
| 30D | -56.9% | +8.1% | -65.0% | -57.6% |
| 3M | -93.2% | 0.0% | -93.3% | -93.3% |
| 6M | -95.4% | +7.9% | -103.4% | -95.3% |
| YTD | -99.5% | +5.3% | -104.8% | -99.5% |
| 1Y | -99.6% | +5.1% | -104.8% | -99.6% |
| 3Y | -100.0% | -12.8% | -87.2% | -100.0% |
| 5Y | -100.0% | -16.2% | -83.8% | -100.0% |
| All | -100.0% | -4.9% | -95.1% | -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