+269.3%
DIA vs KHC
-43.0%
+312.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +0.9% | -1.1% | +2.0% | +1.2% |
| 30D | +1.1% | +8.8% | -7.7% | -1.4% |
| 3M | -2.9% | -1.2% | -1.7% | -2.8% |
| 6M | +5.9% | +4.6% | +1.2% | +3.7% |
| YTD | +9.8% | +5.1% | +4.6% | +6.9% |
| 1Y | +11.7% | +6.2% | +5.5% | +8.4% |
| 3Y | +59.5% | -12.9% | +72.4% | +61.7% |
| 5Y | +57.5% | -16.8% | +74.3% | +59.9% |
| 10Y | +235.9% | -52.4% | +288.4% | +254.1% |
| All | +269.3% | -43.0% | +312.3% | +254.7% |
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