-31.9%
DIS vs KHC
-16.5%
-15.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.1% |
| 7D | +5.2% | +1.1% | +4.1% | +5.0% |
| 30D | +11.5% | +12.0% | -0.5% | +9.3% |
| 3M | +11.5% | +0.2% | +11.4% | +11.4% |
| 6M | +8.9% | +10.3% | -1.5% | +7.0% |
| YTD | +3.4% | +6.7% | -3.3% | +2.1% |
| 1Y | +7.2% | +10.9% | -3.7% | +5.2% |
| 3Y | +43.3% | -12.6% | +56.0% | +44.2% |
| All | -31.9% | -16.5% | -15.4% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling