-18.6%
DRAM vs KHC
+4.6%
-23.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.1% | +10.2% | +10.5% |
| 7D | -0.6% | -4.6% | +4.0% | -5.9% |
| 30D | -18.0% | +8.1% | -26.1% | -8.9% |
| 3M | -11.9% | 0.0% | -11.9% | -9.6% |
| 6M | -18.6% | +7.9% | -26.5% | -6.5% |
| All | -18.6% | +4.6% | -23.2% | -6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling