+22.0%
DIS vs KHC
-55.5%
+77.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -2.6% | -1.8% | -0.8% | -2.2% |
| 30D | +3.5% | -1.9% | +5.4% | +3.9% |
| 3M | +6.8% | +14.4% | -7.6% | +3.1% |
| 6M | +3.0% | +8.7% | -5.7% | +0.5% |
| YTD | -6.7% | +7.8% | -14.5% | -8.9% |
| 1Y | -10.1% | -1.5% | -8.6% | -10.3% |
| 3Y | +33.0% | -9.9% | +42.9% | +33.8% |
| 5Y | -40.0% | -10.7% | -29.3% | -40.4% |
| All | +22.0% | -55.5% | +77.5% | +19.8% |
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 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