+31.0%
DIS vs KHC
-51.7%
+82.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +0.9% | -3.3% | +4.2% | +1.7% |
| 30D | +8.9% | +9.1% | -0.3% | +6.4% |
| 3M | +14.5% | +1.4% | +13.2% | +14.0% |
| 6M | +12.2% | +8.4% | +3.9% | +9.6% |
| YTD | +4.7% | +6.2% | -1.5% | +2.5% |
| 1Y | +2.8% | +5.7% | -2.9% | +0.7% |
| 3Y | +38.1% | -12.0% | +50.2% | +39.8% |
| 5Y | -23.6% | -15.3% | -8.3% | -23.0% |
| All | +31.0% | -51.7% | +82.8% | +26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling