-99.9%
DFNS vs KHC
-2.6%
-97.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -16.0% | -1.8% | -14.2% | -15.8% |
| 30D | -77.7% | -1.9% | -75.8% | -77.7% |
| 3M | -77.2% | +14.4% | -91.6% | -76.8% |
| 6M | -95.2% | +8.7% | -103.9% | -95.1% |
| YTD | -98.0% | +7.8% | -105.7% | -97.9% |
| 1Y | -98.3% | -1.5% | -96.7% | -98.2% |
| 3Y | -99.9% | -9.9% | -90.0% | -99.9% |
| 5Y | -99.9% | -10.7% | -89.1% | -99.9% |
| All | -99.9% | -2.6% | -97.3% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling