+36.6%
DIS vs KHC
-54.7%
+91.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.2% |
| 7D | +5.3% | -2.0% | +7.4% | +5.9% |
| 30D | +10.2% | +9.7% | +0.6% | +7.7% |
| 3M | +13.5% | -2.0% | +15.6% | +14.0% |
| 6M | +11.1% | +5.4% | +5.7% | +9.3% |
| YTD | +5.5% | +5.9% | -0.4% | +3.4% |
| 1Y | +9.1% | +7.5% | +1.7% | +6.5% |
| 3Y | +36.0% | -12.4% | +48.4% | +37.8% |
| 5Y | -29.8% | -15.8% | -14.0% | -29.2% |
| 10Y | +36.6% | -54.1% | +90.7% | +32.8% |
| All | +36.6% | -54.7% | +91.3% | +32.8% |
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