-100.0%
DFNS vs KHC
-12.7%
-87.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.8% | -9.4% | -11.2% |
| 7D | -44.0% | +1.1% | -45.1% | -44.3% |
| 30D | -69.1% | +12.0% | -81.1% | -70.5% |
| 3M | -95.6% | +0.2% | -95.8% | -95.7% |
| 6M | -96.2% | +10.3% | -106.5% | -96.0% |
| YTD | -99.6% | +6.7% | -106.3% | -99.6% |
| 1Y | -99.7% | +10.9% | -110.6% | -99.7% |
| 3Y | -100.0% | -12.6% | -87.3% | -100.0% |
| All | -100.0% | -12.7% | -87.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling