+204.4%
DHR vs KHC
-54.5%
+258.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -5.0% | -2.5% | -2.5% | -4.4% |
| 30D | -3.3% | +0.5% | -3.9% | -3.5% |
| 3M | +9.4% | +3.0% | +6.4% | +8.4% |
| 6M | +3.2% | +6.6% | -3.5% | +1.1% |
| YTD | -12.0% | +5.8% | -17.8% | -13.8% |
| 1Y | +4.9% | -2.2% | +7.1% | +4.7% |
| 3Y | -7.4% | -12.5% | +5.2% | -5.8% |
| 5Y | -29.8% | -13.6% | -16.2% | -29.0% |
| All | +204.4% | -54.5% | +258.8% | +206.6% |
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