+65.7%
DIA vs KHC
-10.4%
+76.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | -0.2% | -1.8% | +1.6% | +0.1% |
| 30D | -1.5% | -1.9% | +0.3% | -1.3% |
| 3M | +3.8% | +14.4% | -10.6% | +0.9% |
| 6M | +10.3% | +8.7% | +1.5% | +8.1% |
| YTD | +12.1% | +7.8% | +4.3% | +9.9% |
| 1Y | +18.6% | -1.5% | +20.2% | +18.5% |
| 3Y | +60.6% | -9.9% | +70.5% | +61.2% |
| All | +65.7% | -10.4% | +76.1% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling