+262.6%
DIA vs KHC
-42.1%
+304.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.4% |
| 7D | -0.9% | +1.1% | -2.1% | -1.3% |
| 30D | +0.3% | +12.0% | -11.7% | -3.0% |
| 3M | -4.5% | +0.2% | -4.7% | -4.8% |
| 6M | +3.4% | +10.3% | -7.0% | -0.3% |
| YTD | +7.8% | +6.7% | +1.0% | +4.5% |
| 1Y | +10.7% | +10.9% | -0.1% | +6.1% |
| 3Y | +57.5% | -12.6% | +70.2% | +59.6% |
| 5Y | +53.7% | -16.3% | +70.0% | +55.9% |
| 10Y | +247.2% | -53.2% | +300.4% | +268.1% |
| All | +262.6% | -42.1% | +304.7% | +246.8% |
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