+41.5%
DRAM vs KHC
+14.1%
+27.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.8% | +9.0% | +3.2% |
| 7D | -18.2% | +1.1% | -19.3% | -16.8% |
| 30D | -34.5% | +12.0% | -46.5% | -25.5% |
| 3M | -23.6% | +0.2% | -23.8% | -21.6% |
| 6M | -19.3% | +10.3% | -29.6% | -7.3% |
| All | +41.5% | +14.1% | +27.5% | +62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling