+61.6%
DRAM vs KHC
+12.5%
+49.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.1% | +10.2% | +10.5% |
| 7D | -0.6% | -4.6% | +4.0% | -5.3% |
| 30D | -18.0% | +8.1% | -26.1% | -10.0% |
| 3M | -11.9% | 0.0% | -11.9% | -9.6% |
| 6M | -18.6% | +7.9% | -26.5% | -8.4% |
| All | +61.6% | +12.5% | +49.1% | +82.7% |
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 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