+492.8%
DHR vs KHC
-41.6%
+534.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -3.9% | -1.8% | -2.1% | -3.5% |
| 30D | +4.0% | -1.9% | +5.9% | +4.4% |
| 3M | +11.5% | +14.4% | -2.9% | +7.3% |
| 6M | +1.9% | +8.7% | -6.9% | -0.9% |
| YTD | -8.9% | +7.8% | -16.7% | -11.3% |
| 1Y | +5.1% | -1.5% | +6.6% | +4.7% |
| 3Y | -10.3% | -9.9% | -0.4% | -9.4% |
| 5Y | -27.8% | -10.7% | -17.1% | -27.7% |
| 10Y | +203.6% | -55.7% | +259.3% | +242.2% |
| All | +492.8% | -41.6% | +534.3% | +491.8% |
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