+566.3%
DHR vs KHC
-41.0%
+607.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.3% |
| 7D | +1.2% | +2.0% | -0.8% | +0.7% |
| 30D | +3.7% | +10.6% | -6.9% | +0.9% |
| 3M | +14.5% | +0.5% | +14.0% | +14.0% |
| 6M | +40.9% | +12.1% | +28.9% | +36.0% |
| YTD | +2.4% | +8.9% | -6.5% | -0.8% |
| 1Y | +6.1% | +7.5% | -1.4% | +3.1% |
| 3Y | +21.0% | -10.7% | +31.7% | +22.4% |
| 5Y | -11.4% | -13.2% | +1.7% | -10.8% |
| 10Y | +241.8% | -50.6% | +292.4% | +267.3% |
| All | +566.3% | -41.0% | +607.3% | +561.9% |
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